+7,199.1%
FTNT vs FN
+3,270.0%
+3,929.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.9% | -2.2% | +2.5% |
| 7D | -1.0% | +8.0% | -9.0% | -2.9% |
| 30D | -33.6% | -19.1% | -14.5% | -31.3% |
| 3M | -20.9% | -29.8% | +9.0% | -16.9% |
| 6M | +11.0% | -43.2% | +54.2% | +19.4% |
| YTD | +61.3% | -18.9% | +80.3% | +55.5% |
| 1Y | +53.1% | -17.9% | +71.0% | +46.3% |
| 3Y | +152.1% | +120.1% | +31.9% | +80.2% |
| 5Y | +90.1% | +206.7% | -116.6% | +21.3% |
| 10Y | +1,910.4% | +804.7% | +1,105.7% | +871.5% |
| All | +7,199.1% | +3,270.0% | +3,929.2% | +2,717.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling