+1,828.7%
FTNT vs FAST
+606.6%
+1,222.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +1.7% |
| 7D | -3.0% | +3.8% | -6.8% | -4.5% |
| 30D | -37.1% | +8.1% | -45.2% | -39.5% |
| 3M | -23.3% | +5.8% | -29.1% | -25.5% |
| 6M | +7.4% | +24.9% | -17.5% | -3.7% |
| YTD | +54.2% | +38.9% | +15.3% | +29.7% |
| 1Y | +49.7% | +36.5% | +13.3% | +27.0% |
| 3Y | +146.6% | +98.1% | +48.4% | +67.9% |
| 5Y | +75.4% | +109.3% | -33.9% | +15.1% |
| 10Y | +1,828.7% | +547.9% | +1,280.7% | +713.5% |
| All | +1,828.7% | +606.6% | +1,222.1% | +713.5% |
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