+162.8%
FTNT vs VTV
+80.6%
+82.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.6% |
| 7D | -0.1% | -1.1% | +1.0% | +1.1% |
| 30D | -3.0% | -1.0% | -1.9% | -1.9% |
| 3M | +7.6% | +4.6% | +2.9% | +1.5% |
| 6M | +87.0% | +13.5% | +73.4% | +58.7% |
| YTD | +96.5% | +18.5% | +78.0% | +57.5% |
| 1Y | +92.9% | +22.9% | +70.1% | +47.3% |
| 3Y | +139.8% | +67.8% | +72.0% | +17.7% |
| All | +162.8% | +80.6% | +82.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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