+2,072.5%
FTNT vs VWO
+117.1%
+1,955.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.3% |
| 7D | -0.1% | -1.8% | +1.6% | +1.3% |
| 30D | -3.0% | -0.1% | -2.9% | -3.0% |
| 3M | +7.6% | +2.2% | +5.4% | +5.4% |
| 6M | +87.0% | +8.8% | +78.2% | +72.9% |
| YTD | +96.5% | +12.4% | +84.1% | +76.2% |
| 1Y | +92.9% | +15.6% | +77.4% | +68.9% |
| 3Y | +139.8% | +62.5% | +77.3% | +55.2% |
| 5Y | +151.3% | +34.3% | +117.1% | +91.7% |
| All | +2,072.5% | +117.1% | +1,955.4% | +1,053.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling