+152.9%
FTNT vs FGI
-16.0%
+168.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -25.2% | +23.4% | -1.8% |
| 7D | +7.1% | -14.4% | +21.5% | +7.0% |
| 30D | -30.9% | -11.8% | -19.1% | -30.9% |
| 3M | -23.1% | -46.2% | +23.1% | -23.1% |
| 6M | +8.1% | +5.2% | +2.9% | +8.3% |
| YTD | +60.2% | +10.5% | +49.7% | +60.8% |
| 1Y | +57.0% | +25.5% | +31.5% | +58.2% |
| 3Y | +152.9% | -16.0% | +168.9% | +161.3% |
| All | +152.9% | -16.0% | +168.9% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling