+137.2%
FTNT vs ACWI
+70.3%
+66.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -12.7% | -2.4% | -10.3% | -10.5% |
| 30D | -37.2% | -5.2% | -32.0% | -33.6% |
| 3M | -25.8% | -4.8% | -20.9% | -21.9% |
| 6M | +32.1% | -1.3% | +33.4% | +33.8% |
| YTD | +49.7% | +8.4% | +41.3% | +36.2% |
| 1Y | +47.6% | +11.0% | +36.5% | +30.5% |
| 3Y | +137.2% | +70.6% | +66.6% | +30.0% |
| All | +137.2% | +70.3% | +66.9% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 3y: compounded portfolio wealth divided by compounded ACWI 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…
3y analysis · Full analysis span regression · 6 months rolling