+1,909.5%
FTNT vs IR
+274.4%
+1,635.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | +0.6% |
| 7D | +1.7% | -1.9% | +3.6% | +2.4% |
| 30D | -4.3% | -15.0% | +10.8% | +1.3% |
| 3M | +13.6% | -0.4% | +14.0% | +13.0% |
| 6M | +87.6% | -15.0% | +102.6% | +95.6% |
| YTD | +98.0% | -7.1% | +105.0% | +98.2% |
| 1Y | +96.9% | -7.5% | +104.5% | +96.9% |
| 3Y | +145.4% | +6.3% | +139.1% | +128.3% |
| 5Y | +153.0% | +37.3% | +115.6% | +113.0% |
| All | +1,909.5% | +274.4% | +1,635.1% | +1,196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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