+2,997.3%
FTNT vs INDA
+109.8%
+2,887.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | +1.7% | -2.6% | +4.3% | +3.2% |
| 30D | -4.3% | -2.9% | -1.3% | -2.8% |
| 3M | +13.6% | +2.4% | +11.2% | +12.0% |
| 6M | +87.6% | -2.6% | +90.2% | +89.4% |
| YTD | +98.0% | -10.0% | +107.9% | +108.3% |
| 1Y | +96.9% | -7.7% | +104.6% | +104.3% |
| 3Y | +145.4% | +8.9% | +136.5% | +132.5% |
| 5Y | +153.0% | +6.0% | +147.0% | +144.7% |
| 10Y | +2,098.3% | +84.4% | +2,013.9% | +1,492.5% |
| All | +2,997.3% | +109.8% | +2,887.5% | +2,058.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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