+2,035.1%
FTNT vs VST
+1,175.7%
+859.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.8% |
| 7D | -5.8% | +8.9% | -14.8% | -7.6% |
| 30D | -4.8% | +6.2% | -11.0% | -6.1% |
| 3M | +4.4% | -2.7% | +7.1% | +4.4% |
| 6M | +88.8% | -8.4% | +97.1% | +89.6% |
| YTD | +96.8% | -7.2% | +104.0% | +95.7% |
| 1Y | +104.5% | -20.9% | +125.4% | +109.1% |
| 3Y | +156.8% | +384.0% | -227.2% | +50.2% |
| 5Y | +144.1% | +757.1% | -613.0% | +18.7% |
| All | +2,035.1% | +1,175.7% | +859.4% | +796.6% |
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 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