+7,607.6%
FTNT vs FFIV
+546.4%
+7,061.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.2% |
| 7D | -1.0% | -2.9% | +1.9% | +0.6% |
| 30D | -33.6% | -32.4% | -1.2% | -19.9% |
| 3M | -20.9% | -22.7% | +1.8% | -10.9% |
| 6M | +11.0% | -10.7% | +21.7% | +16.2% |
| YTD | +61.3% | +25.4% | +35.9% | +41.5% |
| 1Y | +53.1% | +34.2% | +18.9% | +29.7% |
| 3Y | +152.1% | +101.2% | +50.9% | +69.5% |
| 5Y | +90.1% | +42.0% | +48.2% | +52.1% |
| 10Y | +1,910.4% | +126.7% | +1,783.6% | +1,136.3% |
| All | +7,607.6% | +546.4% | +7,061.2% | +3,091.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling