+1,540.0%
FTNT vs Z
+25.1%
+1,514.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -5.8% | -3.0% | -2.8% | -5.2% |
| 30D | -4.8% | -4.2% | -0.6% | -4.1% |
| 3M | +4.4% | -3.7% | +8.1% | +4.6% |
| 6M | +88.8% | -24.5% | +113.3% | +98.3% |
| YTD | +96.8% | -49.3% | +146.1% | +125.2% |
| 1Y | +104.5% | -58.7% | +163.1% | +144.1% |
| 3Y | +156.8% | -34.1% | +190.9% | +163.9% |
| 5Y | +144.1% | -64.5% | +208.6% | +170.7% |
| 10Y | +2,021.8% | -0.5% | +2,022.3% | +1,511.6% |
| All | +1,540.0% | +25.1% | +1,514.9% | +1,012.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling