+200.3%
FTNT vs PL
+46.6%
+153.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +14.5% | -11.4% | +1.2% |
| 7D | -3.0% | +10.9% | -13.8% | -4.4% |
| 30D | -37.1% | -16.4% | -20.8% | -35.9% |
| 3M | -23.3% | -39.9% | +16.7% | -18.8% |
| 6M | +7.4% | -63.2% | +70.6% | +19.0% |
| YTD | +54.2% | -27.1% | +81.4% | +51.4% |
| 1Y | +49.7% | +12.2% | +37.6% | +36.5% |
| 3Y | +146.6% | +584.3% | -437.7% | +52.6% |
| 5Y | +75.4% | +37.0% | +38.4% | +28.4% |
| All | +200.3% | +46.6% | +153.7% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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