+137.2%
FTNT vs VST
+264.2%
-127.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.6% | -13.5% | -4.5% |
| 7D | -12.7% | -9.8% | -2.9% | -11.6% |
| 30D | -37.2% | -25.1% | -12.1% | -34.7% |
| 3M | -25.8% | -11.6% | -14.2% | -24.8% |
| 6M | +32.1% | -20.9% | +53.0% | +35.2% |
| YTD | +49.7% | -22.3% | +72.0% | +52.3% |
| 1Y | +47.6% | -32.0% | +79.6% | +53.3% |
| 3Y | +137.2% | +262.4% | -125.2% | +102.7% |
| All | +137.2% | +264.2% | -127.0% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling