+51.8%
FTNT vs VWO
+5.9%
+45.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | -25.7% | -1.3% | -24.4% | -25.3% |
| 30D | -29.7% | -7.1% | -22.6% | -28.0% |
| 3M | -23.1% | -6.1% | -17.0% | -21.6% |
| 6M | +45.0% | -3.9% | +48.9% | +46.4% |
| YTD | +62.9% | +5.0% | +57.9% | +56.1% |
| 1Y | +51.8% | +6.0% | +45.9% | +44.0% |
| All | +51.8% | +5.9% | +45.9% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling