+51.5%
RSP vs FTNT
+151.5%
-100.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -0.4% | -2.7% | +2.3% | 0.0% |
| 30D | -1.5% | -1.4% | -0.2% | -1.5% |
| 3M | +4.8% | +10.1% | -5.3% | +2.7% |
| 6M | +10.3% | +88.2% | -77.9% | -2.0% |
| YTD | +14.1% | +98.3% | -84.2% | +0.2% |
| 1Y | +17.0% | +96.0% | -78.9% | +2.8% |
| 3Y | +54.2% | +145.8% | -91.6% | +26.8% |
| 5Y | +51.5% | +154.6% | -103.1% | +16.3% |
| All | +51.5% | +151.5% | -100.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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