+89.3%
FTNT vs FN
+194.5%
-105.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.7% |
| 7D | +5.7% | +20.8% | -15.0% | +2.5% |
| 30D | -32.1% | -17.3% | -14.8% | -30.5% |
| 3M | -19.5% | -38.1% | +18.7% | -14.6% |
| 6M | +13.8% | -44.2% | +58.0% | +20.9% |
| YTD | +63.1% | -22.3% | +85.4% | +56.9% |
| 1Y | +57.7% | -20.9% | +78.6% | +50.1% |
| 3Y | +154.9% | +111.1% | +43.8% | +77.0% |
| 5Y | +89.3% | +191.8% | -102.5% | +4.2% |
| All | +89.3% | +194.5% | -105.2% | +4.2% |
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