+2,072.5%
FTNT vs VTEB
+17.9%
+2,054.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.0% |
| 7D | -0.1% | -0.9% | +0.8% | +0.4% |
| 30D | -3.0% | -2.5% | -0.5% | -1.5% |
| 3M | +7.6% | -3.0% | +10.6% | +9.6% |
| 6M | +87.0% | -2.1% | +89.1% | +89.4% |
| YTD | +96.5% | -1.5% | +98.0% | +98.4% |
| 1Y | +92.9% | +0.2% | +92.8% | +92.8% |
| 3Y | +139.8% | +8.6% | +131.3% | +127.9% |
| 5Y | +151.3% | +1.2% | +150.1% | +146.6% |
| All | +2,072.5% | +17.9% | +2,054.6% | +2,004.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling