+75.4%
FTNT vs REPL
-33.0%
+108.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +3.0% |
| 7D | -3.0% | +14.2% | -17.2% | -3.4% |
| 30D | -37.1% | +65.9% | -103.0% | -38.3% |
| 3M | -23.3% | +84.6% | -107.9% | -25.2% |
| 6M | +7.4% | +446.9% | -439.6% | -1.7% |
| YTD | +54.2% | +129.0% | -74.8% | +42.6% |
| 1Y | +49.7% | +167.9% | -118.1% | +37.7% |
| 3Y | +146.6% | +93.9% | +52.7% | +103.6% |
| 5Y | +75.4% | -33.0% | +108.4% | +71.9% |
| All | +75.4% | -33.0% | +108.4% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling