+9,303.7%
FTNT vs VT
+395.9%
+8,907.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | +0.4% | -6.3% | -6.3% |
| 30D | -4.8% | +1.0% | -5.8% | -5.8% |
| 3M | +4.4% | +2.4% | +2.0% | +1.6% |
| 6M | +88.8% | +12.0% | +76.8% | +64.8% |
| YTD | +96.8% | +15.3% | +81.5% | +66.1% |
| 1Y | +104.5% | +22.6% | +81.9% | +61.2% |
| 3Y | +156.8% | +74.7% | +82.1% | +35.2% |
| 5Y | +144.1% | +66.1% | +77.9% | +40.7% |
| 10Y | +2,021.8% | +225.0% | +1,796.8% | +518.7% |
| All | +9,303.7% | +395.9% | +8,907.9% | +1,681.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling