+2,111.2%
FTNT vs A
+247.2%
+1,864.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.6% |
| 7D | +1.6% | -4.6% | +6.2% | +4.0% |
| 30D | -1.9% | -4.3% | +2.4% | +0.2% |
| 3M | +14.4% | +8.9% | +5.4% | +8.7% |
| 6M | +88.7% | +24.5% | +64.1% | +64.5% |
| YTD | +100.0% | +5.8% | +94.2% | +89.7% |
| 1Y | +99.9% | +16.2% | +83.6% | +78.5% |
| 3Y | +147.9% | +28.5% | +119.5% | +94.2% |
| 5Y | +155.8% | -16.3% | +172.1% | +162.2% |
| All | +2,111.2% | +247.2% | +1,864.0% | +923.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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