+153.0%
FTNT vs VUG
+75.3%
+77.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -4.3% | -1.7% | -2.6% | -2.3% |
| 3M | +13.6% | +2.8% | +10.8% | +10.2% |
| 6M | +87.6% | +13.6% | +74.0% | +63.1% |
| YTD | +98.0% | +8.1% | +89.9% | +81.7% |
| 1Y | +96.9% | +13.1% | +83.8% | +72.1% |
| 3Y | +145.4% | +87.0% | +58.4% | +17.5% |
| 5Y | +153.0% | +76.0% | +77.0% | +47.8% |
| All | +153.0% | +75.3% | +77.7% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling