+153.0%
FTNT vs Z
-65.8%
+218.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.7% | -7.1% | +8.8% | +3.2% |
| 30D | -4.3% | -4.8% | +0.5% | -3.5% |
| 3M | +13.6% | -9.3% | +22.9% | +15.2% |
| 6M | +87.6% | -29.0% | +116.6% | +99.0% |
| YTD | +98.0% | -52.9% | +150.9% | +129.0% |
| 1Y | +96.9% | -63.1% | +160.1% | +139.8% |
| 3Y | +145.4% | -36.9% | +182.3% | +155.9% |
| 5Y | +153.0% | -65.5% | +218.5% | +160.8% |
| All | +153.0% | -65.8% | +218.7% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling