+9,374.7%
FTNT vs RJF
+1,202.3%
+8,172.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.2% |
| 7D | -2.7% | +1.8% | -4.5% | -3.5% |
| 30D | -1.4% | 0.0% | -1.4% | -1.4% |
| 3M | +10.1% | +18.0% | -7.9% | +2.0% |
| 6M | +88.2% | +17.0% | +71.2% | +74.1% |
| YTD | +98.3% | +11.1% | +87.2% | +86.8% |
| 1Y | +96.0% | +8.0% | +88.0% | +86.5% |
| 3Y | +145.8% | +73.3% | +72.5% | +86.6% |
| 5Y | +154.6% | +107.4% | +47.2% | +78.5% |
| 10Y | +2,063.6% | +428.5% | +1,635.2% | +822.9% |
| All | +9,374.7% | +1,202.3% | +8,172.5% | +2,546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling