+7,554.6%
FTNT vs RMD
+1,041.6%
+6,513.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +7.1% | +2.1% | +5.0% | +6.3% |
| 30D | -30.9% | +2.1% | -33.0% | -31.7% |
| 3M | -23.1% | +6.2% | -29.3% | -25.2% |
| 6M | +8.1% | +19.4% | -11.3% | -0.3% |
| YTD | +60.2% | +0.5% | +59.7% | +56.7% |
| 1Y | +57.0% | -3.9% | +61.0% | +56.2% |
| 3Y | +152.9% | +72.5% | +80.4% | +90.0% |
| 5Y | +85.9% | -1.5% | +87.4% | +77.8% |
| 10Y | +1,896.5% | +345.8% | +1,550.8% | +1,035.0% |
| All | +7,554.6% | +1,041.6% | +6,513.0% | +2,867.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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