+9,303.7%
FTNT vs FAST
+1,514.6%
+7,789.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 6M | +88.8% | +8.0% | +80.8% | +79.5% |
| YTD | +96.8% | +25.6% | +71.2% | +73.0% |
| 1Y | +104.5% | +0.8% | +103.7% | +99.4% |
| 3Y | +156.8% | +86.1% | +70.7% | +78.7% |
| 5Y | +144.1% | +100.2% | +43.8% | +63.6% |
| 10Y | +2,021.8% | +494.2% | +1,527.6% | +697.4% |
| All | +9,303.7% | +1,514.6% | +7,789.2% | +1,750.0% |
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