+86.5%
FTNT vs FRMI
-78.6%
+165.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.1% |
| 7D | +1.6% | +10.9% | -9.3% | +1.3% |
| 30D | -1.9% | -24.3% | +22.4% | -1.4% |
| 3M | +14.4% | -21.8% | +36.2% | +14.6% |
| 6M | +88.7% | -33.0% | +121.7% | +89.0% |
| YTD | +100.0% | -32.6% | +132.7% | +100.0% |
| All | +86.5% | -78.6% | +165.0% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling