+85.5%
FTNT vs FDS
-22.8%
+108.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -3.5% | -2.0% | -1.6% | -2.8% |
| 30D | -36.5% | +13.5% | -50.1% | -40.4% |
| 3M | -24.7% | +15.2% | -39.9% | -30.3% |
| 6M | +8.3% | +47.0% | -38.7% | -12.8% |
| YTD | +55.6% | +13.9% | +41.7% | +42.2% |
| 1Y | +50.2% | +25.2% | +25.0% | +28.9% |
| 3Y | +143.2% | -25.3% | +168.5% | +180.3% |
| 5Y | +85.5% | -23.3% | +108.8% | +122.3% |
| All | +85.5% | -22.8% | +108.2% | +122.3% |
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 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