+2,111.2%
FTNT vs VUG
+419.9%
+1,691.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.6% |
| 7D | +1.6% | -1.9% | +3.5% | +3.7% |
| 30D | -1.9% | -1.6% | -0.3% | 0.0% |
| 3M | +14.4% | +4.4% | +10.0% | +9.0% |
| 6M | +88.7% | +13.2% | +75.5% | +63.9% |
| YTD | +100.0% | +7.5% | +92.5% | +84.0% |
| 1Y | +99.9% | +12.5% | +87.4% | +74.8% |
| 3Y | +147.9% | +86.0% | +62.0% | +19.8% |
| 5Y | +155.8% | +76.5% | +79.3% | +35.4% |
| All | +2,111.2% | +419.9% | +1,691.2% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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