+89.8%
FTNT vs FFIV
+35.3%
+54.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.2% |
| 7D | +7.1% | -0.5% | +7.6% | +7.4% |
| 30D | -30.9% | -32.4% | +1.5% | -13.9% |
| 3M | -23.1% | -25.7% | +2.6% | -9.7% |
| 6M | +8.1% | -13.5% | +21.6% | +15.5% |
| YTD | +60.2% | +21.1% | +39.1% | +38.1% |
| 1Y | +57.0% | +29.4% | +27.6% | +29.6% |
| 3Y | +152.9% | +94.9% | +58.0% | +45.8% |
| All | +89.8% | +35.3% | +54.5% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling