+9,374.7%
FTNT vs LOW
+1,179.4%
+8,195.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.5% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | -1.4% | -10.1% | +8.7% | +3.0% |
| 3M | +10.1% | -2.9% | +12.9% | +10.4% |
| 6M | +88.2% | -19.4% | +107.6% | +102.9% |
| YTD | +98.3% | -15.4% | +113.7% | +108.0% |
| 1Y | +96.0% | -24.9% | +120.9% | +116.4% |
| 3Y | +145.8% | -7.8% | +153.6% | +140.7% |
| 5Y | +154.6% | +8.4% | +146.2% | +130.3% |
| 10Y | +2,063.6% | +226.8% | +1,836.9% | +1,029.5% |
| All | +9,374.7% | +1,179.4% | +8,195.4% | +2,858.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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