+2,072.5%
FTNT vs IT
+103.1%
+1,969.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.0% | -3.9% |
| 7D | -0.1% | -3.7% | +3.5% | +1.1% |
| 30D | -3.0% | +0.1% | -3.0% | -3.6% |
| 3M | +7.6% | +20.7% | -13.1% | -3.8% |
| 6M | +87.0% | +12.0% | +75.0% | +71.5% |
| YTD | +96.5% | -28.8% | +125.4% | +117.5% |
| 1Y | +92.9% | -25.5% | +118.5% | +107.1% |
| 3Y | +139.8% | -48.8% | +188.6% | +191.1% |
| 5Y | +151.3% | -42.7% | +194.1% | +186.3% |
| All | +2,072.5% | +103.1% | +1,969.4% | +1,436.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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