+2,111.2%
FTNT vs FDS
+66.9%
+2,044.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.9% | +3.9% |
| 7D | +1.6% | -16.0% | +17.6% | +10.4% |
| 30D | -1.9% | -6.7% | +4.8% | +1.1% |
| 3M | +14.4% | +6.0% | +8.4% | +8.3% |
| 6M | +88.7% | +25.1% | +63.6% | +61.8% |
| YTD | +100.0% | -8.1% | +108.2% | +100.6% |
| 1Y | +99.9% | -26.0% | +125.9% | +123.7% |
| 3Y | +147.9% | -36.4% | +184.3% | +197.1% |
| 5Y | +155.8% | -27.7% | +183.5% | +186.0% |
| All | +2,111.2% | +66.9% | +2,044.3% | +1,473.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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