+2,098.3%
FTNT vs B
+200.3%
+1,898.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +1.7% | +1.0% | +0.7% | +1.6% |
| 30D | -4.3% | +9.5% | -13.8% | -5.4% |
| 3M | +13.6% | +14.3% | -0.7% | +11.4% |
| 6M | +87.6% | -1.9% | +89.5% | +86.7% |
| YTD | +98.0% | +4.1% | +93.9% | +95.1% |
| 1Y | +96.9% | +56.1% | +40.8% | +83.9% |
| 3Y | +145.4% | +202.0% | -56.6% | +108.0% |
| 5Y | +153.0% | +158.8% | -5.8% | +114.7% |
| 10Y | +2,098.3% | +211.9% | +1,886.4% | +1,771.6% |
| All | +2,098.3% | +200.3% | +1,898.0% | +1,771.6% |
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