+7,268.8%
FTNT vs D
+273.2%
+6,995.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | -3.0% | +0.8% | -3.7% | -3.2% |
| 30D | -37.1% | +10.7% | -47.8% | -38.9% |
| 3M | -23.3% | +2.3% | -25.6% | -23.9% |
| 6M | +7.4% | +12.5% | -5.1% | +3.4% |
| YTD | +54.2% | +20.1% | +34.1% | +45.3% |
| 1Y | +49.7% | +15.6% | +34.2% | +42.4% |
| 3Y | +146.6% | +75.2% | +71.4% | +102.1% |
| 5Y | +75.4% | +14.6% | +60.8% | +64.2% |
| 10Y | +1,828.7% | +43.8% | +1,784.9% | +1,480.1% |
| All | +7,268.8% | +273.2% | +6,995.6% | +3,461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling