+2,072.5%
FTNT vs USFR
+28.1%
+2,044.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -0.1% | +0.1% | -0.3% | -0.3% |
| 30D | -3.0% | +0.4% | -3.3% | -3.3% |
| 3M | +7.6% | +1.0% | +6.6% | +6.4% |
| 6M | +87.0% | +2.0% | +85.0% | +83.0% |
| YTD | +96.5% | +2.8% | +93.8% | +90.8% |
| 1Y | +92.9% | +4.1% | +88.9% | +84.7% |
| 3Y | +139.8% | +14.1% | +125.7% | +114.2% |
| 5Y | +151.3% | +20.6% | +130.7% | +115.6% |
| All | +2,072.5% | +28.1% | +2,044.3% | +1,667.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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