+152.9%
FTNT vs ALL
+117.7%
+35.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | +7.1% | +5.0% | +2.0% | +6.7% |
| 30D | -30.9% | +13.3% | -44.2% | -31.6% |
| 3M | -23.1% | +3.2% | -26.3% | -23.1% |
| 6M | +8.1% | +25.3% | -17.2% | +4.6% |
| YTD | +60.2% | +30.5% | +29.8% | +53.0% |
| 1Y | +57.0% | +29.2% | +27.8% | +50.2% |
| 3Y | +152.9% | +119.1% | +33.8% | +139.5% |
| All | +152.9% | +117.7% | +35.2% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling