+1,828.7%
FTNT vs VST
+1,219.3%
+609.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.3% | -4.3% | +1.5% |
| 7D | -3.0% | -0.5% | -2.5% | -3.3% |
| 30D | -37.1% | -17.1% | -20.0% | -34.9% |
| 3M | -23.3% | -4.6% | -18.7% | -23.2% |
| 6M | +7.4% | -9.1% | +16.4% | +7.8% |
| YTD | +54.2% | -16.6% | +70.8% | +55.6% |
| 1Y | +49.7% | -29.5% | +79.2% | +56.6% |
| 3Y | +146.6% | +297.5% | -151.0% | +49.9% |
| 5Y | +75.4% | +654.5% | -579.1% | -13.0% |
| 10Y | +1,828.7% | +1,205.2% | +623.4% | +718.3% |
| All | +1,828.7% | +1,219.3% | +609.3% | +718.3% |
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