+1,049.5%
FTNT vs REPL
-6.0%
+1,055.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -5.8% | -3.0% | -2.9% | -5.7% |
| 30D | -4.8% | +27.1% | -31.9% | -6.0% |
| 3M | +4.4% | +52.4% | -48.0% | 0.0% |
| 6M | +88.8% | +107.4% | -18.7% | +70.7% |
| YTD | +96.8% | +54.7% | +42.1% | +80.4% |
| 1Y | +104.5% | +158.9% | -54.4% | +77.7% |
| 3Y | +156.8% | -23.7% | +180.5% | +116.7% |
| 5Y | +144.1% | -54.3% | +198.4% | +109.3% |
| All | +1,049.5% | -6.0% | +1,055.5% | +625.7% |
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