+1,868.3%
FTNT vs B
+184.6%
+1,683.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +1.6% |
| 7D | -3.5% | +7.1% | -10.7% | -4.4% |
| 30D | -36.5% | -3.3% | -33.2% | -36.3% |
| 3M | -24.7% | -2.5% | -22.2% | -24.8% |
| 6M | +8.3% | -7.2% | +15.6% | +8.5% |
| YTD | +55.6% | -7.4% | +63.0% | +55.1% |
| 1Y | +50.2% | +16.4% | +33.7% | +45.2% |
| 3Y | +143.2% | +178.7% | -35.6% | +107.0% |
| 5Y | +85.5% | +121.7% | -36.2% | +59.5% |
| 10Y | +1,868.3% | +208.6% | +1,659.7% | +1,563.2% |
| All | +1,868.3% | +184.6% | +1,683.7% | +1,563.2% |
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