+51.8%
FTNT vs FIVE
+63.3%
-11.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.7% | -5.7% | +1.8% |
| 7D | -25.7% | +7.5% | -33.2% | -24.9% |
| 30D | -29.7% | +16.7% | -46.4% | -28.5% |
| 3M | -23.1% | +13.4% | -36.5% | -22.0% |
| 6M | +45.0% | +9.0% | +35.9% | +46.9% |
| YTD | +62.9% | +33.8% | +29.1% | +57.1% |
| 1Y | +51.8% | +61.2% | -9.3% | +36.6% |
| All | +51.8% | +63.3% | -11.4% | +36.6% |
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