+2,072.5%
FTNT vs RJF
+429.3%
+1,643.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | -0.1% | -2.7% | +2.6% | +1.0% |
| 30D | -3.0% | -4.3% | +1.3% | -1.2% |
| 3M | +7.6% | +15.7% | -8.1% | +0.8% |
| 6M | +87.0% | +17.8% | +69.1% | +72.9% |
| YTD | +96.5% | +9.2% | +87.4% | +86.9% |
| 1Y | +92.9% | +2.8% | +90.2% | +88.0% |
| 3Y | +139.8% | +69.5% | +70.4% | +85.8% |
| 5Y | +151.3% | +105.9% | +45.4% | +80.3% |
| All | +2,072.5% | +429.3% | +1,643.2% | +983.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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