+2,098.3%
FTNT vs RBA
+189.2%
+1,909.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +1.7% | -1.9% | +3.6% | +2.4% |
| 30D | -4.3% | -13.0% | +8.7% | +0.5% |
| 3M | +13.6% | -23.1% | +36.7% | +23.6% |
| 6M | +87.6% | -22.6% | +110.2% | +102.6% |
| YTD | +98.0% | -20.4% | +118.4% | +110.7% |
| 1Y | +96.9% | -29.6% | +126.5% | +118.9% |
| 3Y | +145.4% | +26.6% | +118.8% | +112.4% |
| 5Y | +153.0% | +38.2% | +114.8% | +106.3% |
| 10Y | +2,098.3% | +194.7% | +1,903.5% | +1,166.1% |
| All | +2,098.3% | +189.2% | +1,909.1% | +1,166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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