+186.3%
FTNT vs FGI
-70.4%
+256.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.6% | -0.1% |
| 7D | -5.8% | +0.5% | -6.4% | -5.9% |
| 30D | -4.8% | +65.4% | -70.2% | -5.6% |
| 3M | +4.4% | +23.5% | -19.1% | +3.7% |
| 6M | +88.8% | +60.5% | +28.3% | +85.6% |
| YTD | +96.8% | +30.0% | +66.8% | +94.0% |
| 1Y | +104.5% | +82.1% | +22.4% | +100.0% |
| 3Y | +156.8% | -4.4% | +161.1% | +154.2% |
| All | +186.3% | -70.4% | +256.7% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling