+145.8%
FTNT vs FFIV
+141.9%
+3.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.7% | -1.5% | -1.2% | -2.0% |
| 30D | -1.4% | -2.7% | +1.3% | +0.1% |
| 3M | +10.1% | -1.7% | +11.7% | +11.1% |
| 6M | +88.2% | +36.1% | +52.1% | +65.6% |
| YTD | +98.3% | +52.6% | +45.7% | +65.8% |
| 1Y | +96.0% | +21.5% | +74.4% | +79.5% |
| 3Y | +145.8% | +142.7% | +3.1% | +75.8% |
| All | +145.8% | +141.9% | +3.8% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling