+152.9%
FTNT vs D
+73.4%
+79.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +7.1% | -1.4% | +8.4% | +7.0% |
| 30D | -30.9% | +7.7% | -38.6% | -30.8% |
| 3M | -23.1% | -0.3% | -22.8% | -22.9% |
| 6M | +8.1% | +10.1% | -2.0% | +7.8% |
| YTD | +60.2% | +19.1% | +41.1% | +59.4% |
| 1Y | +57.0% | +15.9% | +41.1% | +56.4% |
| 3Y | +152.9% | +75.0% | +77.9% | +139.9% |
| All | +152.9% | +73.4% | +79.6% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling