+49.6%
RSP vs FTNT
+78.7%
-29.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +0.7% | -3.5% | +4.3% | +1.3% |
| 30D | +3.7% | -36.5% | +40.2% | +10.3% |
| 3M | +0.7% | -24.7% | +25.4% | +4.0% |
| 6M | +9.0% | +8.3% | +0.7% | +5.6% |
| YTD | +16.7% | +55.6% | -38.9% | +5.3% |
| 1Y | +19.0% | +50.2% | -31.2% | +7.9% |
| 3Y | +64.7% | +143.2% | -78.4% | +32.6% |
| 5Y | +49.6% | +85.5% | -35.9% | +19.4% |
| All | +49.6% | +78.7% | -29.1% | +19.4% |
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