+1,523.5%
FTNT vs VST
+968.1%
+555.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.6% | -13.5% | -5.2% |
| 7D | -12.7% | -9.8% | -2.9% | -11.1% |
| 30D | -37.2% | -25.1% | -12.1% | -33.6% |
| 3M | -25.8% | -11.6% | -14.2% | -24.5% |
| 6M | +32.1% | -20.9% | +53.0% | +36.4% |
| YTD | +49.7% | -22.3% | +72.0% | +53.2% |
| 1Y | +47.6% | -32.0% | +79.6% | +55.3% |
| 3Y | +137.2% | +262.4% | -125.2% | +47.9% |
| 5Y | +74.2% | +563.4% | -489.2% | -10.5% |
| 10Y | +1,824.2% | +1,120.7% | +703.5% | +734.2% |
| All | +1,523.5% | +968.1% | +555.4% | +602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling