+89.8%
FTNT vs FN
+169.4%
-79.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.3% | +5.5% | -0.7% |
| 7D | +7.1% | +0.3% | +6.8% | +6.9% |
| 30D | -30.9% | -16.5% | -14.3% | -29.3% |
| 3M | -23.1% | -42.1% | +19.0% | -17.7% |
| 6M | +8.1% | -52.9% | +61.0% | +18.0% |
| YTD | +60.2% | -28.0% | +88.2% | +55.8% |
| 1Y | +57.0% | -18.5% | +75.5% | +47.7% |
| 3Y | +152.9% | +93.9% | +59.1% | +78.2% |
| All | +89.8% | +169.4% | -79.6% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling