+1,828.7%
FTNT vs FIVE
+596.6%
+1,232.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +1.7% |
| 7D | -3.0% | +6.2% | -9.2% | -4.4% |
| 30D | -37.1% | +18.2% | -55.3% | -39.8% |
| 3M | -23.3% | +3.8% | -27.1% | -24.6% |
| 6M | +7.4% | +13.7% | -6.4% | +2.4% |
| YTD | +54.2% | +34.7% | +19.5% | +39.3% |
| 1Y | +49.7% | +66.6% | -16.9% | +27.7% |
| 3Y | +146.6% | +44.3% | +102.3% | +105.0% |
| 5Y | +75.4% | +18.8% | +56.7% | +49.3% |
| 10Y | +1,828.7% | +569.2% | +1,259.5% | +1,048.1% |
| All | +1,828.7% | +596.6% | +1,232.1% | +1,048.1% |
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