+53.1%
FTNT vs FN
-19.6%
+72.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.9% | -2.2% | +3.4% |
| 7D | -1.0% | +8.0% | -9.0% | -1.3% |
| 30D | -33.6% | -19.1% | -14.5% | -33.8% |
| 3M | -20.9% | -29.8% | +9.0% | -21.1% |
| 6M | +11.0% | -43.2% | +54.2% | +10.2% |
| YTD | +61.3% | -18.9% | +80.3% | +53.8% |
| 1Y | +53.1% | -17.9% | +71.0% | +44.3% |
| All | +53.1% | -19.6% | +72.7% | +44.3% |
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