+137.3%
FTNT vs FGI
-66.3%
+203.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | +1.1% |
| 7D | +5.7% | +13.5% | -7.8% | +5.6% |
| 30D | -32.1% | +17.1% | -49.2% | -32.2% |
| 3M | -19.5% | +78.0% | -97.5% | -20.2% |
| 6M | +13.8% | +46.4% | -32.7% | +12.7% |
| YTD | +63.1% | +47.7% | +15.4% | +60.6% |
| 1Y | +57.7% | +56.8% | +0.9% | +54.9% |
| 3Y | +154.9% | +12.3% | +142.6% | +151.7% |
| All | +137.3% | -66.3% | +203.6% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling