+145.8%
FTNT vs FDS
-30.4%
+176.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | +1.9% |
| 7D | -2.7% | -5.4% | +2.7% | -1.3% |
| 30D | -1.4% | +1.6% | -2.9% | -1.8% |
| 3M | +10.1% | +17.7% | -7.7% | +4.2% |
| 6M | +88.2% | +29.1% | +59.1% | +72.0% |
| YTD | +98.3% | +1.0% | +97.3% | +94.0% |
| 1Y | +96.0% | -21.6% | +117.6% | +108.9% |
| 3Y | +145.8% | -30.1% | +175.9% | +169.7% |
| All | +145.8% | -30.4% | +176.2% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling