+148.8%
FTNT vs RF
+89.8%
+59.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -5.8% | +1.3% | -7.2% | -6.3% |
| 30D | -4.8% | -3.6% | -1.2% | -3.6% |
| 3M | +4.4% | +8.1% | -3.7% | +1.4% |
| 6M | +88.8% | +11.5% | +77.3% | +80.6% |
| YTD | +96.8% | +15.6% | +81.2% | +85.2% |
| 1Y | +104.5% | +15.7% | +88.8% | +91.7% |
| 3Y | +156.8% | +86.9% | +69.9% | +97.8% |
| All | +148.8% | +89.8% | +59.0% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling