+2,098.3%
FTNT vs M
-7.1%
+2,105.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.4% |
| 7D | +1.7% | -4.1% | +5.8% | +2.3% |
| 30D | -4.3% | -13.6% | +9.4% | -2.5% |
| 3M | +13.6% | -2.3% | +15.9% | +13.6% |
| 6M | +87.6% | +21.9% | +65.7% | +81.8% |
| YTD | +98.0% | -0.6% | +98.6% | +96.6% |
| 1Y | +96.9% | +29.7% | +67.2% | +88.3% |
| 3Y | +145.4% | +107.3% | +38.1% | +113.2% |
| 5Y | +153.0% | +20.5% | +132.5% | +131.3% |
| 10Y | +2,098.3% | -6.1% | +2,104.3% | +1,832.8% |
| All | +2,098.3% | -7.1% | +2,105.4% | +1,832.8% |
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