+89.8%
FTNT vs FAST
+106.5%
-16.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -1.5% |
| 7D | +7.1% | +4.2% | +2.9% | +5.3% |
| 30D | -30.9% | +6.7% | -37.6% | -32.9% |
| 3M | -23.1% | +8.0% | -31.1% | -25.8% |
| 6M | +8.1% | +27.4% | -19.3% | -3.4% |
| YTD | +60.2% | +40.5% | +19.7% | +34.1% |
| 1Y | +57.0% | +38.4% | +18.6% | +32.3% |
| 3Y | +152.9% | +98.7% | +54.2% | +62.0% |
| All | +89.8% | +106.5% | -16.6% | +17.9% |
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