+13.8%
FTNT vs FDS
+52.2%
-38.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.1% | +1.2% |
| 7D | +5.7% | -2.6% | +8.3% | +5.9% |
| 30D | -32.1% | +14.1% | -46.2% | -33.1% |
| 3M | -19.5% | +19.8% | -39.2% | -21.2% |
| 6M | +13.8% | +55.0% | -41.2% | +6.3% |
| All | +13.8% | +52.2% | -38.4% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling