+2,072.5%
FTNT vs MKTX
+5.0%
+2,067.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -3.0% | +0.7% | -3.7% | -3.2% |
| 3M | +7.6% | +40.8% | -33.2% | -4.8% |
| 6M | +87.0% | -8.0% | +94.9% | +89.8% |
| YTD | +96.5% | -8.7% | +105.3% | +99.6% |
| 1Y | +92.9% | -11.8% | +104.8% | +97.5% |
| 3Y | +139.8% | -24.0% | +163.9% | +144.4% |
| 5Y | +151.3% | -60.3% | +211.6% | +222.5% |
| All | +2,072.5% | +5.0% | +2,067.4% | +2,178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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