+145.8%
FTNT vs FLEX
+475.0%
-329.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | 0.0% |
| 7D | -2.7% | +7.0% | -9.7% | -3.8% |
| 30D | -1.4% | -5.8% | +4.4% | -0.5% |
| 3M | +10.1% | -24.2% | +34.3% | +14.2% |
| 6M | +88.2% | +90.8% | -2.6% | +58.8% |
| YTD | +98.3% | +89.2% | +9.1% | +66.3% |
| 1Y | +96.0% | +104.7% | -8.8% | +58.8% |
| 3Y | +145.8% | +478.1% | -332.3% | +53.6% |
| All | +145.8% | +475.0% | -329.2% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling