+155.8%
FTNT vs FERG
+66.7%
+89.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | -1.9% | -11.8% | +9.9% | +2.2% |
| 3M | +14.4% | -1.2% | +15.6% | +14.6% |
| 6M | +88.7% | -2.3% | +91.0% | +87.0% |
| YTD | +100.0% | +0.8% | +99.3% | +95.4% |
| 1Y | +99.9% | +0.5% | +99.4% | +94.2% |
| 3Y | +147.9% | +51.4% | +96.6% | +85.4% |
| 5Y | +155.8% | +67.5% | +88.3% | +65.9% |
| All | +155.8% | +66.7% | +89.1% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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