+148.8%
FTNT vs FAST
+100.5%
+48.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -5.8% | -0.4% | -5.5% | -5.7% |
| 30D | -4.8% | -0.8% | -4.0% | -4.5% |
| 3M | +4.4% | +5.8% | -1.3% | +1.6% |
| 6M | +88.8% | +8.0% | +80.8% | +80.2% |
| YTD | +96.8% | +25.6% | +71.2% | +72.9% |
| 1Y | +104.5% | +0.8% | +103.7% | +101.1% |
| 3Y | +156.8% | +86.1% | +70.7% | +65.9% |
| All | +148.8% | +100.5% | +48.3% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling