+1,850.8%
FTNT vs RF
+251.2%
+1,599.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +2.4% |
| 7D | -3.0% | -0.1% | -2.8% | -2.9% |
| 30D | -37.1% | +7.0% | -44.1% | -38.5% |
| 3M | -23.3% | -7.0% | -16.3% | -21.9% |
| 6M | +7.4% | +6.8% | +0.6% | +4.8% |
| YTD | +54.2% | +9.9% | +44.3% | +48.6% |
| 1Y | +49.7% | +21.1% | +28.6% | +39.9% |
| 3Y | +146.6% | +119.6% | +26.9% | +91.1% |
| 5Y | +75.4% | +46.2% | +29.2% | +50.2% |
| All | +1,850.8% | +251.2% | +1,599.6% | +1,212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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