+104.5%
FTNT vs RMBS
+16.3%
+88.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.1% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | -4.8% | -12.2% | +7.4% | -4.2% |
| 3M | +4.4% | -49.5% | +54.0% | +7.4% |
| 6M | +88.8% | -7.1% | +95.9% | +86.7% |
| YTD | +96.8% | -7.0% | +103.8% | +92.9% |
| 1Y | +104.5% | +13.3% | +91.1% | +98.5% |
| All | +104.5% | +16.3% | +88.2% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling