+1,910.4%
FTNT vs D
+48.0%
+1,862.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +7.1% | -1.4% | +8.4% | +7.3% |
| 30D | -30.9% | +7.7% | -38.6% | -32.1% |
| 3M | -23.1% | -0.3% | -22.8% | -23.2% |
| 6M | +8.1% | +10.1% | -2.0% | +5.4% |
| YTD | +60.2% | +19.1% | +41.1% | +53.0% |
| 1Y | +57.0% | +15.9% | +41.1% | +50.7% |
| 3Y | +152.9% | +75.0% | +77.9% | +114.6% |
| 5Y | +85.9% | +13.4% | +72.5% | +78.1% |
| All | +1,910.4% | +48.0% | +1,862.4% | +1,691.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling