+152.4%
FTNT vs FGI
-4.4%
+156.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | 0.0% |
| 7D | -5.8% | +0.5% | -6.4% | -5.8% |
| 30D | -4.8% | +65.4% | -70.2% | -4.5% |
| 3M | +4.4% | +23.5% | -19.1% | +4.5% |
| 6M | +88.8% | +60.5% | +28.3% | +89.6% |
| YTD | +96.8% | +30.0% | +66.8% | +97.5% |
| 1Y | +104.5% | +82.1% | +22.4% | +109.0% |
| All | +152.4% | -4.4% | +156.8% | +160.2% |
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