+104.5%
FTNT vs FLEX
+102.8%
+1.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | -5.8% | -0.9% | -5.0% | -5.8% |
| 30D | -4.8% | -10.1% | +5.4% | -4.2% |
| 3M | +4.4% | -31.3% | +35.8% | +6.1% |
| 6M | +88.8% | +71.3% | +17.5% | +83.7% |
| YTD | +96.8% | +81.2% | +15.6% | +89.2% |
| 1Y | +104.5% | +98.5% | +6.0% | +87.6% |
| All | +104.5% | +102.8% | +1.6% | +87.6% |
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