+162.8%
FTNT vs RSG
+89.9%
+72.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -2.1% |
| 7D | -0.1% | 0.0% | -0.2% | -0.2% |
| 30D | -3.0% | +4.0% | -6.9% | -5.1% |
| 3M | +7.6% | +7.4% | +0.2% | +2.8% |
| 6M | +87.0% | +0.1% | +86.9% | +85.3% |
| YTD | +96.5% | +6.0% | +90.5% | +88.0% |
| 1Y | +92.9% | -3.0% | +95.9% | +94.6% |
| 3Y | +139.8% | +56.5% | +83.4% | +71.9% |
| All | +162.8% | +89.9% | +72.9% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling