+146.6%
FTNT vs VT
+74.1%
+72.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +0.4% |
| 7D | -3.0% | +0.4% | -3.3% | -3.3% |
| 30D | -37.1% | -2.6% | -34.5% | -35.3% |
| 3M | -23.3% | -3.2% | -20.0% | -20.7% |
| 6M | +7.4% | +0.9% | +6.4% | +6.3% |
| YTD | +54.2% | +11.3% | +42.9% | +36.5% |
| 1Y | +49.7% | +14.0% | +35.7% | +28.8% |
| 3Y | +146.6% | +75.8% | +70.7% | +33.0% |
| All | +146.6% | +74.1% | +72.5% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling