+1,789.3%
FTNT vs RF
+279.4%
+1,509.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -12.7% | -0.9% | -11.8% | -12.4% |
| 30D | -37.2% | +6.0% | -43.2% | -38.4% |
| 3M | -25.8% | -8.9% | -16.9% | -24.0% |
| 6M | +32.1% | +2.3% | +29.8% | +30.5% |
| YTD | +49.7% | +7.6% | +42.1% | +45.1% |
| 1Y | +47.6% | +21.2% | +26.4% | +37.9% |
| 3Y | +137.2% | +108.5% | +28.7% | +86.9% |
| 5Y | +74.2% | +43.2% | +30.9% | +50.2% |
| All | +1,789.3% | +279.4% | +1,509.9% | +1,184.1% |
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