+2,072.5%
FTNT vs ZBRA
+435.2%
+1,637.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.4% |
| 7D | -0.1% | -3.4% | +3.3% | +1.1% |
| 30D | -3.0% | -7.4% | +4.4% | -0.2% |
| 3M | +7.6% | +57.5% | -49.9% | -11.3% |
| 6M | +87.0% | +64.0% | +23.0% | +49.8% |
| YTD | +96.5% | +44.3% | +52.2% | +64.1% |
| 1Y | +92.9% | +10.9% | +82.1% | +77.8% |
| 3Y | +139.8% | +37.5% | +102.3% | +90.4% |
| 5Y | +151.3% | -39.7% | +191.0% | +177.1% |
| All | +2,072.5% | +435.2% | +1,637.2% | +1,076.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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