+2,072.5%
FTNT vs FLR
+19.7%
+2,052.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | -0.1% | -3.5% | +3.3% | +0.3% |
| 30D | -3.0% | +4.2% | -7.1% | -3.5% |
| 3M | +7.6% | +8.1% | -0.5% | +6.0% |
| 6M | +87.0% | +21.5% | +65.4% | +79.9% |
| YTD | +96.5% | +36.8% | +59.8% | +85.5% |
| 1Y | +92.9% | +31.2% | +61.7% | +82.9% |
| 3Y | +139.8% | +53.9% | +86.0% | +117.3% |
| 5Y | +151.3% | +243.0% | -91.7% | +99.4% |
| All | +2,072.5% | +19.7% | +2,052.7% | +1,596.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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