+47.6%
FTNT vs FN
-33.3%
+80.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.7% | -14.7% | -3.3% |
| 7D | -12.7% | 0.0% | -12.6% | -12.6% |
| 30D | -37.2% | -34.3% | -2.9% | -37.2% |
| 3M | -25.8% | -39.9% | +14.1% | -25.7% |
| 6M | +32.1% | -51.8% | +83.9% | +31.5% |
| YTD | +49.7% | -28.1% | +77.8% | +43.9% |
| 1Y | +47.6% | -29.1% | +76.6% | +40.7% |
| All | +47.6% | -33.3% | +80.9% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling