+2,072.5%
FTNT vs RNG
+222.9%
+1,849.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -0.1% | -6.1% | +5.9% | +1.6% |
| 30D | -3.0% | +9.6% | -12.6% | -5.6% |
| 3M | +7.6% | +83.3% | -75.7% | -10.8% |
| 6M | +87.0% | +77.9% | +9.0% | +54.8% |
| YTD | +96.5% | +139.9% | -43.4% | +45.3% |
| 1Y | +92.9% | +121.7% | -28.7% | +45.3% |
| 3Y | +139.8% | +121.9% | +18.0% | +68.6% |
| 5Y | +151.3% | -68.4% | +219.7% | +200.1% |
| All | +2,072.5% | +222.9% | +1,849.6% | +1,154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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