+197.5%
FTNT vs VSXY
+42.7%
+154.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.1% | +0.3% |
| 7D | -2.7% | -6.8% | +4.1% | -2.1% |
| 30D | -1.4% | -20.4% | +19.0% | +1.0% |
| 3M | +10.1% | +2.9% | +7.2% | +9.2% |
| 6M | +88.2% | +67.9% | +20.3% | +72.6% |
| YTD | +98.3% | +44.9% | +53.4% | +84.3% |
| 1Y | +96.0% | +205.9% | -110.0% | +62.2% |
| 3Y | +145.8% | +373.9% | -228.1% | +74.5% |
| 5Y | +154.6% | +23.5% | +131.2% | +127.9% |
| All | +197.5% | +42.7% | +154.8% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling