+88.7%
FTNT vs VYM
+8.4%
+80.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.0% |
| 7D | +1.6% | -1.9% | +3.4% | +1.6% |
| 30D | -1.9% | -2.6% | +0.7% | -1.7% |
| 3M | +14.4% | +3.6% | +10.8% | +15.1% |
| 6M | +88.7% | +8.7% | +80.0% | +86.4% |
| All | +88.7% | +8.4% | +80.3% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 6mo: compounded portfolio wealth divided by compounded VYM 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…
6mo analysis · Full analysis span regression · 6 months rolling