+2,063.6%
FTNT vs FICO
+607.5%
+1,456.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -2.7% | -15.4% | +12.7% | +3.8% |
| 30D | -1.4% | -10.4% | +9.0% | +2.3% |
| 3M | +10.1% | -22.7% | +32.8% | +19.2% |
| 6M | +88.2% | -36.8% | +125.0% | +118.9% |
| YTD | +98.3% | -44.8% | +143.1% | +145.1% |
| 1Y | +96.0% | -39.3% | +135.3% | +125.6% |
| 3Y | +145.8% | +3.7% | +142.0% | +96.9% |
| 5Y | +154.6% | +101.7% | +52.9% | +34.9% |
| 10Y | +2,063.6% | +602.8% | +1,460.9% | +429.7% |
| All | +2,063.6% | +607.5% | +1,456.1% | +429.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling