+1,910.4%
FTNT vs FN
+850.1%
+1,060.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.9% | -2.2% | +2.5% |
| 7D | -1.0% | +8.0% | -9.0% | -2.9% |
| 30D | -33.6% | -19.1% | -14.5% | -31.3% |
| 3M | -20.9% | -29.8% | +9.0% | -16.7% |
| 6M | +11.0% | -43.2% | +54.2% | +19.8% |
| YTD | +61.3% | -18.9% | +80.3% | +53.8% |
| 1Y | +53.1% | -17.9% | +71.0% | +44.4% |
| 3Y | +152.1% | +120.1% | +31.9% | +67.4% |
| 5Y | +90.1% | +206.7% | -116.6% | +7.9% |
| 10Y | +1,910.4% | +804.7% | +1,105.7% | +702.6% |
| All | +1,910.4% | +850.1% | +1,060.3% | +702.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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