+2,072.5%
FTNT vs FANG
+182.5%
+1,890.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -0.1% | +2.9% | -3.0% | -0.6% |
| 30D | -3.0% | +2.6% | -5.6% | -3.4% |
| 3M | +7.6% | +7.6% | 0.0% | +6.0% |
| 6M | +87.0% | +17.3% | +69.6% | +81.0% |
| YTD | +96.5% | +38.7% | +57.9% | +84.5% |
| 1Y | +92.9% | +51.6% | +41.3% | +77.9% |
| 3Y | +139.8% | +50.0% | +89.9% | +118.1% |
| 5Y | +151.3% | +237.6% | -86.2% | +97.5% |
| All | +2,072.5% | +182.5% | +1,890.0% | +1,446.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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