+57.7%
FTNT vs FIVE
+63.0%
-5.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.0% |
| 7D | +5.7% | +2.4% | +3.3% | +6.0% |
| 30D | -32.1% | +15.8% | -47.9% | -30.9% |
| 3M | -19.5% | +3.8% | -23.2% | -18.8% |
| 6M | +13.8% | +18.5% | -4.8% | +16.5% |
| YTD | +63.1% | +31.2% | +31.9% | +59.7% |
| 1Y | +57.7% | +61.8% | -4.1% | +46.5% |
| All | +57.7% | +63.0% | -5.3% | +46.5% |
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 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