+3,660.6%
FTNT vs USFR
+27.5%
+3,633.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -4.8% | +0.3% | -5.1% | -4.9% |
| 3M | +4.4% | +1.0% | +3.4% | +3.8% |
| 6M | +88.8% | +1.9% | +86.8% | +86.6% |
| YTD | +96.8% | +2.6% | +94.2% | +93.8% |
| 1Y | +104.5% | +4.0% | +100.5% | +99.8% |
| 3Y | +156.8% | +14.1% | +142.7% | +139.1% |
| 5Y | +144.1% | +20.4% | +123.6% | +121.2% |
| 10Y | +2,021.8% | +28.0% | +1,993.8% | +1,770.7% |
| All | +3,660.6% | +27.5% | +3,633.0% | +3,166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling