+137.2%
FTNT vs FGI
+1.5%
+135.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.0% |
| 7D | -12.7% | -7.0% | -5.7% | -12.7% |
| 30D | -37.2% | -4.2% | -33.0% | -37.2% |
| 3M | -25.8% | +55.6% | -81.4% | -25.6% |
| 6M | +32.1% | -3.2% | +35.3% | +32.1% |
| YTD | +49.7% | +29.1% | +20.5% | +50.3% |
| 1Y | +47.6% | +51.0% | -3.4% | +48.8% |
| 3Y | +137.2% | +1.5% | +135.7% | +146.2% |
| All | +137.2% | +1.5% | +135.7% | +146.2% |
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 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