+152.4%
FTNT vs FN
+158.4%
-5.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.2% | -0.4% |
| 7D | -5.8% | -1.7% | -4.2% | -5.7% |
| 30D | -4.8% | -22.0% | +17.2% | -3.0% |
| 3M | +4.4% | -43.0% | +47.4% | +9.4% |
| 6M | +88.8% | -27.7% | +116.5% | +89.0% |
| YTD | +96.8% | -10.5% | +107.3% | +88.5% |
| 1Y | +104.5% | +12.5% | +92.0% | +86.9% |
| All | +152.4% | +158.4% | -5.9% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling