+2,072.5%
FTNT vs FLEX
+1,128.1%
+944.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.2% | -8.9% | -3.9% |
| 7D | -0.1% | +5.7% | -5.9% | -2.0% |
| 30D | -3.0% | -7.0% | +4.1% | -1.2% |
| 3M | +7.6% | -23.8% | +31.4% | +14.7% |
| 6M | +87.0% | +82.6% | +4.3% | +43.7% |
| YTD | +96.5% | +91.6% | +4.9% | +46.9% |
| 1Y | +92.9% | +100.6% | -7.6% | +40.3% |
| 3Y | +139.8% | +479.8% | -339.9% | +12.4% |
| 5Y | +151.3% | +746.5% | -595.2% | +0.8% |
| All | +2,072.5% | +1,128.1% | +944.3% | +531.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling