+69.2%
FTNT vs VT
+53.4%
+15.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.3% |
| 7D | -12.7% | -2.3% | -10.4% | -9.9% |
| 30D | -37.2% | -5.0% | -32.3% | -32.8% |
| 3M | -25.8% | -4.9% | -20.9% | -20.8% |
| 6M | +32.1% | -1.5% | +33.7% | +34.2% |
| YTD | +49.7% | +8.5% | +41.2% | +32.1% |
| 1Y | +47.6% | +11.4% | +36.2% | +25.4% |
| 3Y | +137.2% | +70.1% | +67.1% | +7.2% |
| All | +69.2% | +53.4% | +15.8% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling