+2,063.6%
FTNT vs FIVE
+475.1%
+1,588.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | -2.7% | +3.7% | -6.4% | -3.6% |
| 30D | -1.4% | +4.0% | -5.3% | -2.6% |
| 3M | +10.1% | +36.2% | -26.1% | +1.3% |
| 6M | +88.2% | +18.0% | +70.2% | +77.2% |
| YTD | +98.3% | +34.9% | +63.4% | +79.9% |
| 1Y | +96.0% | +67.9% | +28.0% | +67.0% |
| 3Y | +145.8% | +57.3% | +88.5% | +99.3% |
| 5Y | +154.6% | +39.5% | +115.1% | +108.5% |
| 10Y | +2,063.6% | +496.4% | +1,567.2% | +1,142.5% |
| All | +2,063.6% | +475.1% | +1,588.6% | +1,142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling