+94.4%
FTNT vs FIGR
+5.9%
+88.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.7% | +14.9% | -13.1% | +0.9% |
| 30D | -4.3% | +32.3% | -36.5% | -5.9% |
| 3M | +13.6% | +34.8% | -21.2% | +11.4% |
| 6M | +87.6% | +16.8% | +70.8% | +84.4% |
| YTD | +98.0% | -6.7% | +104.6% | +91.9% |
| All | +94.4% | +5.9% | +88.5% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling