+7,554.6%
FTNT vs FDS
+442.7%
+7,111.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +7.1% | +1.5% | +5.6% | +6.2% |
| 30D | -30.9% | +14.8% | -45.7% | -36.7% |
| 3M | -23.1% | +16.3% | -39.4% | -30.7% |
| 6M | +8.1% | +66.2% | -58.1% | -23.0% |
| YTD | +60.2% | +16.2% | +44.0% | +38.2% |
| 1Y | +57.0% | +21.8% | +35.2% | +30.8% |
| 3Y | +152.9% | -23.9% | +176.8% | +173.3% |
| 5Y | +85.9% | -23.1% | +109.0% | +99.8% |
| 10Y | +1,896.5% | +128.7% | +1,767.8% | +907.6% |
| All | +7,554.6% | +442.7% | +7,111.9% | +1,994.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling