+1,056.4%
FTNT vs REPL
-9.7%
+1,066.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | +1.7% | -9.6% | +11.3% | +2.2% |
| 30D | -4.3% | +5.7% | -10.0% | -4.6% |
| 3M | +13.6% | +56.4% | -42.8% | +8.7% |
| 6M | +87.6% | +67.4% | +20.2% | +71.7% |
| YTD | +98.0% | +48.7% | +49.3% | +81.8% |
| 1Y | +96.9% | +148.3% | -51.4% | +71.5% |
| 3Y | +145.4% | -26.7% | +172.1% | +107.5% |
| 5Y | +153.0% | -54.1% | +207.1% | +116.5% |
| All | +1,056.4% | -9.7% | +1,066.1% | +631.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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