+2,072.5%
FTNT vs RUN
+42.2%
+2,030.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | -0.1% | -3.7% | +3.6% | +0.3% |
| 30D | -3.0% | -13.0% | +10.0% | -1.6% |
| 3M | +7.6% | -31.8% | +39.4% | +11.6% |
| 6M | +87.0% | -32.2% | +119.2% | +93.0% |
| YTD | +96.5% | -53.5% | +150.0% | +108.3% |
| 1Y | +92.9% | -46.5% | +139.5% | +99.7% |
| 3Y | +139.8% | -37.6% | +177.5% | +105.1% |
| 5Y | +151.3% | -80.9% | +232.2% | +142.1% |
| All | +2,072.5% | +42.2% | +2,030.3% | +1,256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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