+2,072.5%
FTNT vs ROST
+317.9%
+1,754.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -2.5% |
| 7D | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | -3.0% | -6.9% | +3.9% | -0.8% |
| 3M | +7.6% | -3.3% | +10.9% | +8.1% |
| 6M | +87.0% | +9.0% | +77.9% | +78.8% |
| YTD | +96.5% | +28.9% | +67.7% | +76.4% |
| 1Y | +92.9% | +54.0% | +39.0% | +61.7% |
| 3Y | +139.8% | +100.7% | +39.1% | +78.9% |
| 5Y | +151.3% | +116.0% | +35.3% | +77.1% |
| All | +2,072.5% | +317.9% | +1,754.6% | +1,153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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