Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FTNT vs FDS✓SelectedUSD · FDSFTNT vs FDS performance historyLatest closeAs of-0.04%09/04
Stock and ETF performance explorer

FTNT vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,303.7%
FDS return
+392.6%
Excess return
+8,911.2%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D0.0%-3.5%+3.5%+1.9%
7D-5.8%-1.9%-3.9%-4.8%
30D-4.8%+9.0%-13.8%-9.5%
3M+4.4%+18.9%-14.4%-7.6%
6M+88.8%+35.1%+53.7%+53.3%
YTD+96.8%+5.5%+91.3%+82.4%
1Y+104.5%-16.8%+121.3%+115.4%
3Y+156.8%-28.1%+184.8%+189.6%
5Y+144.1%-17.4%+161.5%+153.3%
10Y+2,021.8%+85.4%+1,936.3%+1,137.6%
All+9,303.7%+392.6%+8,911.2%+2,664.0%

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