+2,111.2%
FTNT vs Z
-6.2%
+2,117.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.7% |
| 7D | +1.6% | -11.6% | +13.2% | +4.3% |
| 30D | -1.9% | -8.5% | +6.6% | -0.2% |
| 3M | +14.4% | -7.9% | +22.3% | +15.7% |
| 6M | +88.7% | -29.1% | +117.7% | +100.8% |
| YTD | +100.0% | -54.2% | +154.2% | +134.1% |
| 1Y | +99.9% | -63.5% | +163.4% | +145.5% |
| 3Y | +147.9% | -38.6% | +186.5% | +158.6% |
| 5Y | +155.8% | -66.0% | +221.8% | +185.9% |
| All | +2,111.2% | -6.2% | +2,117.4% | +1,612.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded Z 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling