+7,271.2%
FTNT vs VT
+365.3%
+6,905.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.1% | -1.2% | -0.7% |
| 7D | -11.9% | -4.2% | -7.8% | -7.5% |
| 30D | -35.9% | -5.8% | -30.1% | -31.4% |
| 3M | -25.4% | -5.2% | -20.1% | -20.7% |
| 6M | +36.2% | +0.1% | +36.1% | +35.7% |
| YTD | +54.3% | +8.2% | +46.0% | +39.8% |
| 1Y | +42.5% | +10.1% | +32.3% | +26.7% |
| 3Y | +142.7% | +69.7% | +73.0% | +32.2% |
| 5Y | +79.5% | +53.4% | +26.2% | +13.1% |
| 10Y | +1,883.6% | +219.2% | +1,664.4% | +493.4% |
| All | +7,271.2% | +365.3% | +6,905.9% | +1,399.7% |
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 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