+2,063.6%
FTNT vs FAST
+506.4%
+1,557.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -2.7% | +1.3% | -4.0% | -3.3% |
| 30D | -1.4% | -4.7% | +3.4% | +0.8% |
| 3M | +10.1% | +7.9% | +2.2% | +6.0% |
| 6M | +88.2% | +7.4% | +80.8% | +79.9% |
| YTD | +98.3% | +25.1% | +73.2% | +75.5% |
| 1Y | +96.0% | +4.7% | +91.3% | +88.3% |
| 3Y | +145.8% | +94.7% | +51.1% | +67.8% |
| 5Y | +154.6% | +106.8% | +47.9% | +68.6% |
| 10Y | +2,063.6% | +507.7% | +1,556.0% | +811.1% |
| All | +2,063.6% | +506.4% | +1,557.3% | +811.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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