+9,303.7%
FTNT vs RF
+821.4%
+8,482.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | +4.4% | +8.1% | -3.7% | +1.9% |
| 6M | +88.8% | +11.5% | +77.3% | +81.9% |
| YTD | +96.8% | +15.6% | +81.2% | +87.2% |
| 1Y | +104.5% | +15.7% | +88.8% | +93.9% |
| 3Y | +156.8% | +86.9% | +69.9% | +107.6% |
| 5Y | +144.1% | +89.8% | +54.2% | +93.7% |
| 10Y | +2,021.8% | +344.7% | +1,677.1% | +1,079.2% |
| All | +9,303.7% | +821.4% | +8,482.3% | +4,151.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling