+2,098.3%
FTNT vs ALL
+359.1%
+1,739.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | -2.2% | +4.0% | +2.5% |
| 30D | -4.3% | -5.6% | +1.3% | -2.5% |
| 3M | +13.6% | +17.2% | -3.6% | +6.8% |
| 6M | +87.6% | +23.2% | +64.3% | +72.7% |
| YTD | +98.0% | +23.6% | +74.4% | +81.2% |
| 1Y | +96.9% | +29.2% | +67.8% | +76.5% |
| 3Y | +145.4% | +153.8% | -8.4% | +65.7% |
| 5Y | +153.0% | +116.1% | +36.9% | +78.8% |
| 10Y | +2,098.3% | +364.8% | +1,733.4% | +1,226.6% |
| All | +2,098.3% | +359.1% | +1,739.2% | +1,226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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