+9,303.7%
FTNT vs FDS
+392.6%
+8,911.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -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