+842.2%
FTNT vs REPL
+36.1%
+806.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.4% | +10.1% | +4.0% |
| 7D | -1.0% | +5.3% | -6.3% | -1.3% |
| 30D | -33.6% | +66.6% | -100.2% | -35.4% |
| 3M | -20.9% | +59.6% | -80.4% | -23.0% |
| 6M | +11.0% | +482.4% | -471.4% | -2.0% |
| YTD | +61.3% | +124.1% | -62.8% | +44.8% |
| 1Y | +53.1% | +138.6% | -85.4% | +36.9% |
| 3Y | +152.1% | +96.0% | +56.0% | +94.9% |
| 5Y | +90.1% | -35.4% | +125.5% | +60.2% |
| All | +842.2% | +36.1% | +806.1% | +482.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling