+9,303.7%
FTNT vs ALL
+1,201.7%
+8,102.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -5.8% | 0.0% | -5.9% | -5.9% |
| 30D | -4.8% | -1.5% | -3.3% | -4.4% |
| 3M | +4.4% | +23.6% | -19.2% | -5.2% |
| 6M | +88.8% | +22.3% | +66.4% | +71.6% |
| YTD | +96.8% | +26.5% | +70.3% | +75.3% |
| 1Y | +104.5% | +27.0% | +77.5% | +80.8% |
| 3Y | +156.8% | +149.6% | +7.2% | +63.5% |
| 5Y | +144.1% | +118.1% | +26.0% | +61.3% |
| 10Y | +2,021.8% | +369.0% | +1,652.8% | +791.8% |
| All | +9,303.7% | +1,201.7% | +8,102.0% | +2,053.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling