+2,072.5%
FTNT vs TRU
+147.2%
+1,925.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.2% |
| 7D | -0.1% | -2.7% | +2.6% | +1.0% |
| 30D | -3.0% | -2.0% | -0.9% | -2.4% |
| 3M | +7.6% | +18.4% | -10.9% | -1.4% |
| 6M | +87.0% | +8.9% | +78.1% | +76.8% |
| YTD | +96.5% | -8.9% | +105.5% | +99.2% |
| 1Y | +92.9% | -15.9% | +108.8% | +100.8% |
| 3Y | +139.8% | -1.1% | +140.9% | +116.3% |
| 5Y | +151.3% | -35.2% | +186.5% | +179.1% |
| All | +2,072.5% | +147.2% | +1,925.3% | +1,289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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