+57.0%
FTNT vs VST
-24.4%
+81.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | +7.1% | +6.6% | +0.5% | +6.5% |
| 30D | -30.9% | -12.4% | -18.5% | -30.3% |
| 3M | -23.1% | -9.0% | -14.1% | -22.5% |
| 6M | +8.1% | -6.4% | +14.5% | +8.4% |
| YTD | +60.2% | -17.2% | +77.4% | +59.8% |
| 1Y | +57.0% | -22.0% | +79.0% | +58.5% |
| All | +57.0% | -24.4% | +81.4% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling