+53.1%
FTNT vs ALL
+30.4%
+22.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.8% |
| 7D | -1.0% | -2.6% | +1.6% | -1.8% |
| 30D | -33.6% | +12.7% | -46.3% | -31.4% |
| 3M | -20.9% | +0.4% | -21.3% | -19.8% |
| 6M | +11.0% | +23.8% | -12.8% | +17.8% |
| YTD | +61.3% | +27.8% | +33.5% | +70.2% |
| 1Y | +53.1% | +28.9% | +24.2% | +60.6% |
| All | +53.1% | +30.4% | +22.7% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling