+51.8%
FTNT vs FLEX
+23.4%
+28.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -12.3% | +13.3% | +1.7% |
| 7D | -25.7% | -17.0% | -8.7% | -24.9% |
| 30D | -29.7% | -33.8% | +4.1% | -28.0% |
| 3M | -23.1% | -39.0% | +15.9% | -21.0% |
| 6M | +45.0% | -15.9% | +60.9% | +48.7% |
| YTD | +62.9% | +27.8% | +35.1% | +63.8% |
| 1Y | +51.8% | +25.0% | +26.9% | +51.0% |
| All | +51.8% | +23.4% | +28.4% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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