+162.8%
FTNT vs VSXY
+22.6%
+140.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +71.0% |
| YTD | +96.5% | +39.7% | +56.9% | +83.1% |
| 1Y | +92.9% | +180.0% | -87.0% | +60.7% |
| 3Y | +139.8% | +337.3% | -197.4% | +69.7% |
| All | +162.8% | +22.6% | +140.2% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling