+1,947.1%
FTNT vs VST
+1,153.0%
+794.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +5.7% | +19.2% | -13.4% | +1.7% |
| 30D | -32.1% | -17.2% | -14.9% | -29.7% |
| 3M | -19.5% | -8.1% | -11.3% | -18.8% |
| 6M | +13.8% | -8.1% | +21.9% | +14.0% |
| YTD | +63.1% | -16.3% | +79.4% | +64.4% |
| 1Y | +57.7% | -24.1% | +81.8% | +62.2% |
| 3Y | +154.9% | +300.2% | -145.3% | +54.7% |
| 5Y | +89.3% | +645.9% | -556.6% | -5.8% |
| All | +1,947.1% | +1,153.0% | +794.1% | +774.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling