+194.9%
FTNT vs VSXY
+37.5%
+157.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.8% | -2.1% |
| 7D | -0.1% | +0.1% | -0.3% | -0.2% |
| 30D | -3.0% | -18.7% | +15.7% | -0.9% |
| 3M | +7.6% | -4.0% | +11.6% | +7.5% |
| 6M | +87.0% | +67.5% | +19.5% | +71.3% |
| YTD | +96.5% | +39.7% | +56.9% | +83.4% |
| 1Y | +92.9% | +180.0% | -87.0% | +61.5% |
| 3Y | +139.8% | +337.3% | -197.4% | +72.5% |
| 5Y | +151.3% | +22.7% | +128.7% | +125.3% |
| All | +194.9% | +37.5% | +157.3% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling