+1,828.7%
FTNT vs FN
+837.6%
+991.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.9% | -8.8% | +0.7% |
| 7D | -3.0% | +16.3% | -19.2% | -6.5% |
| 30D | -37.1% | -24.7% | -12.4% | -33.9% |
| 3M | -23.3% | -34.9% | +11.6% | -18.0% |
| 6M | +7.4% | -41.1% | +48.5% | +15.0% |
| YTD | +54.2% | -19.6% | +73.8% | +47.4% |
| 1Y | +49.7% | -18.5% | +68.3% | +41.4% |
| 3Y | +146.6% | +119.1% | +27.4% | +63.9% |
| 5Y | +75.4% | +206.9% | -131.5% | -0.5% |
| 10Y | +1,828.7% | +826.4% | +1,002.2% | +663.6% |
| All | +1,828.7% | +837.6% | +991.1% | +663.6% |
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