+1,910.4%
FTNT vs DG
+105.2%
+1,805.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -30.9% | +3.2% | -34.1% | -31.5% |
| 3M | -23.1% | +10.4% | -33.5% | -24.9% |
| 6M | +8.1% | +33.2% | -25.1% | +1.5% |
| YTD | +60.2% | +3.0% | +57.2% | +57.4% |
| 1Y | +57.0% | +31.2% | +25.8% | +46.9% |
| 3Y | +152.9% | +21.8% | +131.1% | +128.1% |
| 5Y | +85.9% | -35.0% | +120.9% | +106.2% |
| All | +1,910.4% | +105.2% | +1,805.2% | +1,522.7% |
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