+117.7%
FTNT vs FGI
-70.6%
+188.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.0% |
| 7D | -12.7% | -7.0% | -5.7% | -12.6% |
| 30D | -37.2% | -4.2% | -33.0% | -37.2% |
| 3M | -25.8% | +55.6% | -81.4% | -26.4% |
| 6M | +32.1% | -3.2% | +35.3% | +31.2% |
| YTD | +49.7% | +29.1% | +20.5% | +47.4% |
| 1Y | +47.6% | +51.0% | -3.4% | +45.0% |
| 3Y | +137.2% | +1.5% | +135.7% | +133.6% |
| All | +117.7% | -70.6% | +188.3% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling