+2,072.5%
FTNT vs FTI
+305.3%
+1,767.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -0.1% | -4.4% | +4.2% | +0.6% |
| 30D | -3.0% | +1.5% | -4.5% | -3.3% |
| 3M | +7.6% | +8.2% | -0.6% | +5.9% |
| 6M | +87.0% | +18.8% | +68.1% | +80.5% |
| YTD | +96.5% | +71.7% | +24.9% | +77.6% |
| 1Y | +92.9% | +90.0% | +2.9% | +70.8% |
| 3Y | +139.8% | +270.5% | -130.6% | +86.3% |
| 5Y | +151.3% | +1,084.5% | -933.2% | +55.3% |
| All | +2,072.5% | +305.3% | +1,767.2% | +1,268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling