+2,098.3%
FTNT vs RCAT
-98.5%
+2,196.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.1% |
| 7D | +1.7% | -2.3% | +4.0% | +1.8% |
| 30D | -4.3% | -18.7% | +14.4% | -4.1% |
| 3M | +13.6% | -29.3% | +42.9% | +13.9% |
| 6M | +87.6% | -42.3% | +129.9% | +88.1% |
| YTD | +98.0% | +2.5% | +95.5% | +97.3% |
| 1Y | +96.9% | -5.7% | +102.6% | +96.1% |
| 3Y | +145.4% | +764.9% | -619.5% | +138.7% |
| 5Y | +153.0% | +182.3% | -29.3% | +146.7% |
| 10Y | +2,098.3% | -98.5% | +2,196.8% | +1,800.1% |
| All | +2,098.3% | -98.5% | +2,196.8% | +1,800.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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