+143.2%
FTNT vs VST
+286.0%
-142.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | -3.5% | -6.0% | +2.5% | -2.9% |
| 30D | -36.5% | -18.8% | -17.8% | -34.8% |
| 3M | -24.7% | -8.0% | -16.7% | -24.3% |
| 6M | +8.3% | -10.9% | +19.3% | +9.0% |
| YTD | +55.6% | -18.3% | +73.9% | +57.2% |
| 1Y | +50.2% | -29.9% | +80.1% | +55.4% |
| 3Y | +143.2% | +290.3% | -147.1% | +108.6% |
| All | +143.2% | +286.0% | -142.9% | +108.6% |
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