+145.8%
FTNT vs VUG
+88.1%
+57.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.1% |
| 7D | -2.7% | +0.9% | -3.6% | -3.4% |
| 30D | -1.4% | -1.4% | +0.1% | 0.0% |
| 3M | +10.1% | +2.3% | +7.8% | +8.0% |
| 6M | +88.2% | +15.7% | +72.5% | +66.5% |
| YTD | +98.3% | +8.6% | +89.7% | +85.3% |
| 1Y | +96.0% | +14.1% | +81.9% | +75.8% |
| 3Y | +145.8% | +87.9% | +57.9% | +52.6% |
| All | +145.8% | +88.1% | +57.7% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling