+1,947.1%
FTNT vs Z
-19.3%
+1,966.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.6% |
| 7D | +5.7% | -4.9% | +10.7% | +6.9% |
| 30D | -32.1% | +3.0% | -35.1% | -33.0% |
| 3M | -19.5% | -13.4% | -6.1% | -17.9% |
| 6M | +13.8% | -27.3% | +41.1% | +20.0% |
| YTD | +63.1% | -57.8% | +120.9% | +92.6% |
| 1Y | +57.7% | -60.0% | +117.7% | +88.1% |
| 3Y | +154.9% | -21.5% | +176.4% | +148.2% |
| 5Y | +89.3% | -55.0% | +144.3% | +99.9% |
| All | +1,947.1% | -19.3% | +1,966.4% | +1,502.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling