+104.5%
FTNT vs D
+15.7%
+88.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.3% |
| 7D | -5.8% | +0.4% | -6.3% | -5.8% |
| 30D | -4.8% | -3.6% | -1.2% | -5.4% |
| 3M | +4.4% | -1.0% | +5.4% | +4.3% |
| 6M | +88.8% | +6.3% | +82.5% | +89.8% |
| YTD | +96.8% | +14.7% | +82.1% | +105.6% |
| 1Y | +104.5% | +16.9% | +87.5% | +112.6% |
| All | +104.5% | +15.7% | +88.8% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling