+9,303.7%
FTNT vs VUG
+1,103.7%
+8,200.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.5% |
| 7D | -5.8% | -0.1% | -5.7% | -5.7% |
| 30D | -4.8% | -0.3% | -4.5% | -4.3% |
| 3M | +4.4% | -0.7% | +5.1% | +5.1% |
| 6M | +88.8% | +14.6% | +74.2% | +61.0% |
| YTD | +96.8% | +9.0% | +87.8% | +77.7% |
| 1Y | +104.5% | +14.9% | +89.6% | +73.9% |
| 3Y | +156.8% | +86.0% | +70.7% | +21.9% |
| 5Y | +144.1% | +76.7% | +67.4% | +26.7% |
| 10Y | +2,021.8% | +411.3% | +1,610.5% | +217.9% |
| All | +9,303.7% | +1,103.7% | +8,200.0% | +456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling