+155.8%
FTNT vs USFR
+20.4%
+135.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.3% |
| 30D | -1.9% | +0.3% | -2.2% | -3.0% |
| 3M | +14.4% | +1.0% | +13.4% | +10.4% |
| 6M | +88.7% | +1.9% | +86.7% | +75.8% |
| YTD | +100.0% | +2.7% | +97.4% | +80.9% |
| 1Y | +99.9% | +4.0% | +95.9% | +71.7% |
| 3Y | +147.9% | +14.1% | +133.9% | +84.6% |
| 5Y | +155.8% | +20.5% | +135.3% | +77.2% |
| All | +155.8% | +20.4% | +135.4% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling