+7,050.4%
FTNT vs FAST
+1,633.7%
+5,416.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -12.7% | +2.1% | -14.7% | -13.5% |
| 30D | -37.2% | +6.9% | -44.1% | -39.4% |
| 3M | -25.8% | +4.8% | -30.6% | -27.7% |
| 6M | +32.1% | +19.8% | +12.3% | +20.0% |
| YTD | +49.7% | +34.9% | +14.8% | +26.6% |
| 1Y | +47.6% | +32.8% | +14.8% | +25.7% |
| 3Y | +137.2% | +93.7% | +43.5% | +62.0% |
| 5Y | +74.2% | +105.3% | -31.2% | +14.9% |
| 10Y | +1,824.2% | +595.4% | +1,228.9% | +566.6% |
| All | +7,050.4% | +1,633.7% | +5,416.7% | +1,254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling