+9,359.7%
FTNT vs RSG
+1,016.8%
+8,342.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | +1.7% | 0.0% | +1.8% | +1.7% |
| 30D | -4.3% | +3.7% | -7.9% | -6.4% |
| 3M | +13.6% | +6.2% | +7.5% | +8.7% |
| 6M | +87.6% | -2.8% | +90.4% | +88.2% |
| YTD | +98.0% | +5.9% | +92.1% | +88.6% |
| 1Y | +96.9% | -1.8% | +98.7% | +95.8% |
| 3Y | +145.4% | +57.5% | +87.9% | +80.0% |
| 5Y | +153.0% | +91.1% | +61.9% | +63.8% |
| 10Y | +2,098.3% | +428.1% | +1,670.2% | +651.1% |
| All | +9,359.7% | +1,016.8% | +8,342.9% | +1,879.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling