+51.8%
FTNT vs FRMI
-93.1%
+145.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.6% | +11.6% | +1.4% |
| 7D | -25.7% | -39.7% | +14.1% | -24.5% |
| 30D | -29.7% | -55.2% | +25.4% | -28.0% |
| 3M | -23.1% | -71.2% | +48.0% | -20.6% |
| 6M | +45.0% | -64.1% | +109.1% | +47.6% |
| YTD | +62.9% | -77.2% | +140.2% | +67.6% |
| 1Y | +51.8% | -93.2% | +145.0% | +59.8% |
| All | +51.8% | -93.1% | +145.0% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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