+9,303.7%
FTNT vs FLEX
+1,901.6%
+7,402.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | -5.8% | -0.9% | -5.0% | -5.5% |
| 30D | -4.8% | -10.1% | +5.4% | -1.5% |
| 3M | +4.4% | -31.3% | +35.8% | +16.4% |
| 6M | +88.8% | +71.3% | +17.5% | +43.9% |
| YTD | +96.8% | +81.2% | +15.6% | +45.2% |
| 1Y | +104.5% | +98.5% | +6.0% | +43.7% |
| 3Y | +156.8% | +428.2% | -271.5% | +16.1% |
| 5Y | +144.1% | +657.3% | -513.2% | -6.0% |
| 10Y | +2,021.8% | +995.9% | +1,025.8% | +507.3% |
| All | +9,303.7% | +1,901.6% | +7,402.1% | +1,796.6% |
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 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