+9,374.7%
FTNT vs RMBS
+362.9%
+9,011.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | -2.7% | +3.0% | -5.7% | -3.3% |
| 30D | -1.4% | -14.4% | +13.1% | +1.9% |
| 3M | +10.1% | -42.8% | +52.9% | +22.9% |
| 6M | +88.2% | -1.4% | +89.6% | +79.0% |
| YTD | +98.3% | -5.4% | +103.7% | +87.2% |
| 1Y | +96.0% | +18.6% | +77.4% | +71.1% |
| 3Y | +145.8% | +57.3% | +88.5% | +85.3% |
| 5Y | +154.6% | +265.7% | -111.1% | +50.3% |
| 10Y | +2,063.6% | +546.0% | +1,517.6% | +982.4% |
| All | +9,374.7% | +362.9% | +9,011.8% | +4,228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling