+7,554.6%
FTNT vs FLEX
+1,270.5%
+6,284.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.5% |
| 7D | +7.1% | +7.5% | -0.4% | +4.4% |
| 30D | -30.9% | -25.3% | -5.6% | -25.3% |
| 3M | -23.1% | -39.7% | +16.6% | -11.6% |
| 6M | +8.1% | -47.9% | +56.0% | +27.6% |
| YTD | +60.2% | +24.1% | +36.1% | +30.5% |
| 1Y | +57.0% | +26.0% | +31.1% | +26.2% |
| 3Y | +152.9% | +282.7% | -129.8% | +24.2% |
| 5Y | +85.9% | +424.2% | -338.3% | -20.9% |
| 10Y | +1,896.5% | +613.8% | +1,282.8% | +545.8% |
| All | +7,554.6% | +1,270.5% | +6,284.1% | +1,604.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling