+104.5%
FTNT vs FIVE
+66.7%
+37.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | 0.0% |
| 7D | -5.8% | +4.3% | -10.1% | -5.8% |
| 30D | -4.8% | +12.5% | -17.3% | -4.9% |
| 3M | +4.4% | +31.2% | -26.8% | +4.2% |
| 6M | +88.8% | +14.4% | +74.4% | +86.5% |
| YTD | +96.8% | +33.9% | +62.9% | +87.5% |
| 1Y | +104.5% | +65.1% | +39.4% | +84.7% |
| All | +104.5% | +66.7% | +37.8% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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