+2,098.3%
FTNT vs FFIV
+239.4%
+1,858.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -2.4% |
| 7D | +1.7% | +3.5% | -1.7% | -0.3% |
| 30D | -4.3% | -1.3% | -2.9% | -3.5% |
| 3M | +13.6% | +2.4% | +11.2% | +12.0% |
| 6M | +87.6% | +41.8% | +45.8% | +53.7% |
| YTD | +98.0% | +58.5% | +39.5% | +51.3% |
| 1Y | +96.9% | +24.3% | +72.6% | +70.7% |
| 3Y | +145.4% | +152.0% | -6.6% | +36.9% |
| 5Y | +153.0% | +99.1% | +53.9% | +61.4% |
| 10Y | +2,098.3% | +242.8% | +1,855.5% | +947.0% |
| All | +2,098.3% | +239.4% | +1,858.8% | +947.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling