+50.2%
FTNT vs FN
-24.2%
+74.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.1% |
| 7D | -3.5% | -4.1% | +0.5% | -3.5% |
| 30D | -36.5% | -28.3% | -8.2% | -36.7% |
| 3M | -24.7% | -33.9% | +9.1% | -24.8% |
| 6M | +8.3% | -43.9% | +52.2% | +8.0% |
| YTD | +55.6% | -23.4% | +79.1% | +49.1% |
| 1Y | +50.2% | -25.4% | +75.6% | +43.0% |
| All | +50.2% | -24.2% | +74.4% | +43.0% |
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