+2,098.3%
FTNT vs P
+694.3%
+1,404.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +1.0% |
| 7D | +1.7% | +5.0% | -3.3% | +0.2% |
| 30D | -4.3% | -0.9% | -3.3% | -4.9% |
| 3M | +13.6% | +38.7% | -25.1% | +0.9% |
| 6M | +87.6% | +54.4% | +33.2% | +59.2% |
| YTD | +98.0% | +44.8% | +53.1% | +69.6% |
| 1Y | +96.9% | +22.5% | +74.4% | +72.8% |
| 3Y | +145.4% | +148.2% | -2.8% | +53.9% |
| 5Y | +153.0% | +268.9% | -115.9% | +34.2% |
| 10Y | +2,098.3% | +696.9% | +1,401.4% | +814.2% |
| All | +2,098.3% | +694.3% | +1,404.0% | +814.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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