+811.6%
FTNT vs DOW
-17.0%
+828.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -0.1% | -1.4% | +1.3% | +0.2% |
| 30D | -3.0% | -3.9% | +1.0% | -2.2% |
| 3M | +7.6% | -12.7% | +20.3% | +10.8% |
| 6M | +87.0% | -13.7% | +100.6% | +90.6% |
| YTD | +96.5% | +28.4% | +68.1% | +77.7% |
| 1Y | +92.9% | +21.8% | +71.2% | +75.6% |
| 3Y | +139.8% | -35.7% | +175.6% | +158.3% |
| 5Y | +151.3% | -36.8% | +188.2% | +169.2% |
| All | +811.6% | -17.0% | +828.6% | +706.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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