+1,910.4%
FTNT vs LIN
+424.2%
+1,486.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.2% |
| 7D | +7.1% | +2.1% | +5.0% | +5.8% |
| 30D | -30.9% | +6.8% | -37.6% | -33.5% |
| 3M | -23.1% | +10.4% | -33.5% | -27.6% |
| 6M | +8.1% | +3.2% | +4.9% | +5.1% |
| YTD | +60.2% | +24.6% | +35.6% | +37.2% |
| 1Y | +57.0% | +24.4% | +32.6% | +34.4% |
| 3Y | +152.9% | +36.7% | +116.2% | +100.5% |
| 5Y | +85.9% | +67.0% | +18.9% | +28.6% |
| All | +1,910.4% | +424.2% | +1,486.3% | +609.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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