+1,868.3%
FTNT vs D
+44.7%
+1,823.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -3.5% | +2.4% | -5.9% | -4.0% |
| 30D | -36.5% | +10.9% | -47.5% | -38.0% |
| 3M | -24.7% | +2.8% | -27.6% | -25.3% |
| 6M | +8.3% | +12.7% | -4.4% | +5.1% |
| YTD | +55.6% | +20.3% | +35.3% | +48.3% |
| 1Y | +50.2% | +17.1% | +33.1% | +43.9% |
| 3Y | +143.2% | +75.1% | +68.0% | +106.5% |
| 5Y | +85.5% | +13.1% | +72.3% | +77.9% |
| 10Y | +1,868.3% | +48.3% | +1,820.0% | +1,664.4% |
| All | +1,868.3% | +44.7% | +1,823.6% | +1,664.4% |
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