+9,290.5%
FTNT vs NYT
+702.5%
+8,588.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | -3.0% | +4.6% | -7.5% | -4.5% |
| 3M | +7.6% | -9.6% | +17.2% | +10.4% |
| 6M | +87.0% | -14.0% | +101.0% | +93.5% |
| YTD | +96.5% | -2.8% | +99.4% | +94.6% |
| 1Y | +92.9% | +15.6% | +77.3% | +79.1% |
| 3Y | +139.8% | +56.3% | +83.5% | +97.8% |
| 5Y | +151.3% | +39.5% | +111.8% | +111.2% |
| 10Y | +2,082.2% | +488.0% | +1,594.2% | +1,011.2% |
| All | +9,290.5% | +702.5% | +8,588.0% | +3,871.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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