+1,910.4%
FTNT vs M
-5.1%
+1,915.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | -1.0% | -3.3% | +2.3% | -0.6% |
| 30D | -33.6% | +8.1% | -41.7% | -34.4% |
| 3M | -20.9% | +2.2% | -23.1% | -21.4% |
| 6M | +11.0% | +35.1% | -24.2% | +6.0% |
| YTD | +61.3% | +15.8% | +45.5% | +56.5% |
| 1Y | +53.1% | +25.8% | +27.3% | +46.7% |
| 3Y | +152.1% | +156.2% | -4.2% | +112.9% |
| 5Y | +90.1% | -2.4% | +92.5% | +76.1% |
| 10Y | +1,910.4% | -7.1% | +1,917.5% | +1,714.8% |
| All | +1,910.4% | -5.1% | +1,915.5% | +1,714.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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