+104.5%
FTNT vs FGI
+81.8%
+22.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.1% |
| 7D | -5.8% | +0.5% | -6.4% | -5.9% |
| 30D | -4.8% | +65.4% | -70.2% | -5.0% |
| 3M | +4.4% | +23.5% | -19.1% | +4.1% |
| 6M | +88.8% | +60.5% | +28.3% | +87.4% |
| YTD | +96.8% | +30.0% | +66.8% | +95.7% |
| 1Y | +104.5% | +82.1% | +22.4% | +106.4% |
| All | +104.5% | +81.8% | +22.6% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling