+9,457.8%
FTNT vs VWO
+127.2%
+9,330.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +2.2% |
| 7D | +1.6% | -1.7% | +3.3% | +2.9% |
| 30D | -1.9% | -0.3% | -1.6% | -1.7% |
| 3M | +14.4% | +4.0% | +10.4% | +10.8% |
| 6M | +88.7% | +8.1% | +80.5% | +76.3% |
| YTD | +100.0% | +11.6% | +88.4% | +81.8% |
| 1Y | +99.9% | +16.2% | +83.6% | +76.0% |
| 3Y | +147.9% | +63.3% | +84.7% | +66.2% |
| 5Y | +155.8% | +33.4% | +122.5% | +101.3% |
| 10Y | +2,121.1% | +113.3% | +2,007.7% | +1,126.7% |
| All | +9,457.8% | +127.2% | +9,330.5% | +4,863.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling