+9,457.8%
FTNT vs VYM
+606.0%
+8,851.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.6% |
| 7D | +1.6% | -1.9% | +3.4% | +3.6% |
| 30D | -1.9% | -2.6% | +0.7% | +0.9% |
| 3M | +14.4% | +3.6% | +10.8% | +10.1% |
| 6M | +88.7% | +8.7% | +80.0% | +72.0% |
| YTD | +100.0% | +14.1% | +85.9% | +72.9% |
| 1Y | +99.9% | +17.8% | +82.0% | +66.8% |
| 3Y | +147.9% | +64.5% | +83.4% | +44.4% |
| 5Y | +155.8% | +77.5% | +78.3% | +40.8% |
| 10Y | +2,121.1% | +206.1% | +1,914.9% | +553.3% |
| All | +9,457.8% | +606.0% | +8,851.8% | +993.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling