+143.2%
FTNT vs FDS
-24.9%
+168.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -3.5% | -2.0% | -1.6% | -3.1% |
| 30D | -36.5% | +13.5% | -50.1% | -38.9% |
| 3M | -24.7% | +15.2% | -39.9% | -28.1% |
| 6M | +8.3% | +47.0% | -38.7% | -5.0% |
| YTD | +55.6% | +13.9% | +41.7% | +46.4% |
| 1Y | +50.2% | +25.2% | +25.0% | +36.6% |
| 3Y | +143.2% | -25.3% | +168.5% | +163.3% |
| All | +143.2% | -24.9% | +168.1% | +163.3% |
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