+397.7%
BAC vs FTNT
+2,069.7%
-1,672.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.6% | +1.7% | -1.1% | +0.3% |
| 30D | -1.4% | -4.3% | +2.9% | -0.8% |
| 3M | +15.7% | +13.6% | +2.1% | +12.0% |
| 6M | +32.2% | +87.6% | -55.4% | +13.6% |
| YTD | +15.8% | +98.0% | -82.2% | -2.0% |
| 1Y | +27.3% | +96.9% | -69.6% | +7.6% |
| 3Y | +137.5% | +145.4% | -7.9% | +85.4% |
| 5Y | +73.1% | +153.0% | -79.9% | +26.0% |
| 10Y | +397.7% | +2,098.3% | -1,700.5% | +96.4% |
| All | +397.7% | +2,069.7% | -1,672.0% | +96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling