+154.6%
FTNT vs FDS
-20.4%
+175.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.0% | +2.6% |
| 7D | -2.7% | -5.4% | +2.7% | -0.4% |
| 30D | -1.4% | +1.6% | -2.9% | -2.2% |
| 3M | +10.1% | +17.7% | -7.7% | +0.4% |
| 6M | +88.2% | +29.1% | +59.1% | +62.3% |
| YTD | +98.3% | +1.0% | +97.3% | +93.3% |
| 1Y | +96.0% | -21.6% | +117.6% | +120.4% |
| 3Y | +145.8% | -30.1% | +175.9% | +187.0% |
| 5Y | +154.6% | -20.7% | +175.4% | +230.4% |
| All | +154.6% | -20.4% | +175.0% | +230.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling