+1,868.3%
FTNT vs VST
+1,174.0%
+694.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.3% |
| 7D | -3.5% | -6.0% | +2.5% | -2.7% |
| 30D | -36.5% | -18.8% | -17.8% | -34.0% |
| 3M | -24.7% | -8.0% | -16.7% | -24.1% |
| 6M | +8.3% | -10.9% | +19.3% | +9.2% |
| YTD | +55.6% | -18.3% | +73.9% | +57.6% |
| 1Y | +50.2% | -29.9% | +80.1% | +57.2% |
| 3Y | +143.2% | +290.3% | -147.1% | +48.3% |
| 5Y | +85.5% | +635.3% | -549.8% | -7.6% |
| 10Y | +1,868.3% | +1,162.4% | +705.9% | +735.5% |
| All | +1,868.3% | +1,174.0% | +694.3% | +735.5% |
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