+1,773.0%
FTNT vs TRU
+226.0%
+1,547.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +1.7% | -6.5% | +8.2% | +4.6% |
| 30D | -4.3% | -2.5% | -1.8% | -3.5% |
| 3M | +13.6% | +10.4% | +3.2% | +7.3% |
| 6M | +87.6% | +1.6% | +85.9% | +82.7% |
| YTD | +98.0% | -9.7% | +107.7% | +101.4% |
| 1Y | +96.9% | -17.3% | +114.2% | +106.3% |
| 3Y | +145.4% | -1.8% | +147.2% | +121.6% |
| 5Y | +153.0% | -36.2% | +189.2% | +181.6% |
| 10Y | +2,098.3% | +143.2% | +1,955.0% | +1,200.5% |
| All | +1,773.0% | +226.0% | +1,547.0% | +918.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling