+2,072.5%
FTNT vs DG
+101.8%
+1,970.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.0% |
| 7D | -0.1% | -6.5% | +6.3% | +1.1% |
| 30D | -3.0% | +4.2% | -7.1% | -3.8% |
| 3M | +7.6% | +9.5% | -1.9% | +5.4% |
| 6M | +87.0% | -13.1% | +100.1% | +90.8% |
| YTD | +96.5% | -4.8% | +101.4% | +96.8% |
| 1Y | +92.9% | +20.6% | +72.3% | +84.0% |
| 3Y | +139.8% | +4.9% | +134.9% | +125.3% |
| 5Y | +151.3% | -37.9% | +189.2% | +179.7% |
| All | +2,072.5% | +101.8% | +1,970.7% | +1,641.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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