+9,303.7%
FTNT vs FFIV
+688.7%
+8,615.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -5.8% | -1.0% | -4.9% | -5.3% |
| 30D | -4.8% | -5.1% | +0.3% | -2.1% |
| 3M | +4.4% | -4.5% | +8.9% | +6.9% |
| 6M | +88.8% | +36.5% | +52.3% | +61.5% |
| YTD | +96.8% | +53.0% | +43.8% | +58.2% |
| 1Y | +104.5% | +24.2% | +80.2% | +80.3% |
| 3Y | +156.8% | +137.2% | +19.6% | +60.6% |
| 5Y | +144.1% | +91.8% | +52.3% | +69.9% |
| 10Y | +2,021.8% | +215.2% | +1,806.6% | +1,024.8% |
| All | +9,303.7% | +688.7% | +8,615.1% | +3,466.7% |
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