+2,371.7%
FTNT vs FIVE
+822.5%
+1,549.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -12.7% | -0.3% | -12.4% | -12.6% |
| 30D | -37.2% | +17.7% | -54.9% | -39.7% |
| 3M | -25.8% | +4.0% | -29.7% | -27.0% |
| 6M | +32.1% | +2.6% | +29.5% | +29.0% |
| YTD | +49.7% | +27.6% | +22.1% | +37.9% |
| 1Y | +47.6% | +59.9% | -12.4% | +28.5% |
| 3Y | +137.2% | +35.8% | +101.4% | +101.9% |
| 5Y | +74.2% | +14.4% | +59.7% | +50.9% |
| 10Y | +1,824.2% | +576.1% | +1,248.1% | +1,002.0% |
| All | +2,371.7% | +822.5% | +1,549.3% | +1,138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling