+1,947.1%
FTNT vs FAST
+546.1%
+1,401.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +5.7% | +5.0% | +0.7% | +3.5% |
| 30D | -32.1% | +8.6% | -40.7% | -34.8% |
| 3M | -19.5% | +6.9% | -26.4% | -22.1% |
| 6M | +13.8% | +29.6% | -15.8% | +0.4% |
| YTD | +63.1% | +41.4% | +21.7% | +36.1% |
| 1Y | +57.7% | +38.5% | +19.2% | +32.8% |
| 3Y | +154.9% | +98.7% | +56.2% | +73.3% |
| 5Y | +89.3% | +108.0% | -18.8% | +24.4% |
| All | +1,947.1% | +546.1% | +1,401.0% | +714.7% |
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