+1,910.4%
FTNT vs B
+216.6%
+1,693.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +7.1% | -7.3% | +14.4% | +8.0% |
| 30D | -30.9% | -3.3% | -27.5% | -30.7% |
| 3M | -23.1% | -7.8% | -15.3% | -22.6% |
| 6M | +8.1% | -15.5% | +23.6% | +9.6% |
| YTD | +60.2% | -12.3% | +72.5% | +60.6% |
| 1Y | +57.0% | +5.4% | +51.6% | +53.6% |
| 3Y | +152.9% | +165.5% | -12.6% | +116.1% |
| 5Y | +85.9% | +107.0% | -21.1% | +60.9% |
| All | +1,910.4% | +216.6% | +1,693.9% | +1,562.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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