+153.0%
FTNT vs ONTO
+268.0%
-115.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +1.7% | +9.4% | -7.6% | -0.3% |
| 30D | -4.3% | -4.4% | +0.2% | -3.9% |
| 3M | +13.6% | +1.6% | +12.0% | +10.0% |
| 6M | +87.6% | +45.3% | +42.3% | +62.8% |
| YTD | +98.0% | +76.4% | +21.6% | +61.4% |
| 1Y | +96.9% | +167.2% | -70.2% | +41.5% |
| 3Y | +145.4% | +116.6% | +28.8% | +55.4% |
| 5Y | +153.0% | +263.7% | -110.8% | +16.1% |
| All | +153.0% | +268.0% | -115.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling