+1,910.4%
FTNT vs FIVE
+504.2%
+1,406.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +7.1% | +2.7% | +4.4% | +6.4% |
| 30D | -30.9% | +12.7% | -43.5% | -33.1% |
| 3M | -23.1% | +2.1% | -25.2% | -24.1% |
| 6M | +8.1% | +17.5% | -9.4% | +2.2% |
| YTD | +60.2% | +31.0% | +29.2% | +45.6% |
| 1Y | +57.0% | +67.7% | -10.7% | +33.5% |
| 3Y | +152.9% | +43.4% | +109.5% | +110.1% |
| 5Y | +85.9% | +18.1% | +67.8% | +58.3% |
| All | +1,910.4% | +504.2% | +1,406.3% | +1,106.0% |
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