+93.2%
FTNT vs FIGR
-0.1%
+93.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -4.8% | +25.2% | -29.9% | -6.1% |
| 3M | +4.4% | +14.8% | -10.4% | +3.4% |
| 6M | +88.8% | +17.9% | +70.8% | +85.5% |
| YTD | +96.8% | -11.9% | +108.8% | +91.5% |
| All | +93.2% | -0.1% | +93.3% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling