+297.8%
VTI vs FTNT
+2,095.7%
-1,797.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -1.4% | -3.0% | +1.5% | -1.0% |
| 3M | +3.6% | +7.6% | -4.0% | +1.2% |
| 6M | +13.6% | +87.0% | -73.4% | -4.1% |
| YTD | +12.9% | +96.5% | -83.6% | -6.1% |
| 1Y | +17.2% | +92.9% | -75.7% | -2.3% |
| 3Y | +75.7% | +139.8% | -64.2% | +33.5% |
| 5Y | +75.4% | +151.3% | -75.9% | +23.7% |
| All | +297.8% | +2,095.7% | -1,797.9% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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