+1,910.4%
FTNT vs RCAT
-99.7%
+2,010.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.6% |
| 7D | -1.0% | +7.2% | -8.2% | -1.1% |
| 30D | -33.6% | -20.4% | -13.2% | -33.5% |
| 3M | -20.9% | -59.8% | +38.9% | -20.3% |
| 6M | +11.0% | -61.9% | +72.8% | +11.7% |
| YTD | +61.3% | -45.9% | +107.2% | +61.6% |
| 1Y | +53.1% | -50.5% | +103.6% | +53.4% |
| 3Y | +152.1% | +387.5% | -235.4% | +146.7% |
| 5Y | +90.1% | +70.9% | +19.2% | +86.6% |
| 10Y | +1,910.4% | -99.7% | +2,010.1% | +1,791.8% |
| All | +1,910.4% | -99.7% | +2,010.1% | +1,791.8% |
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