+2,063.6%
FTNT vs D
+35.9%
+2,027.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | -1.4% | -0.7% | -0.6% | -1.2% |
| 3M | +10.1% | +2.1% | +8.0% | +9.5% |
| 6M | +88.2% | +6.8% | +81.4% | +84.7% |
| YTD | +98.3% | +16.5% | +81.8% | +90.6% |
| 1Y | +96.0% | +19.2% | +76.8% | +86.9% |
| 3Y | +145.8% | +61.9% | +83.9% | +112.7% |
| 5Y | +154.6% | +6.5% | +148.1% | +148.1% |
| 10Y | +2,063.6% | +35.3% | +2,028.4% | +1,882.4% |
| All | +2,063.6% | +35.9% | +2,027.8% | +1,882.4% |
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