+214.5%
BAC vs FTNT
+1,924.1%
-1,709.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +1.5% | +5.7% | -4.2% | +0.4% |
| 30D | -6.4% | -32.1% | +25.7% | +0.4% |
| 3M | -21.7% | -19.5% | -2.2% | -19.4% |
| 6M | +0.5% | +13.8% | -13.3% | -4.3% |
| YTD | -6.7% | +63.1% | -69.8% | -18.9% |
| 1Y | -4.7% | +57.7% | -62.4% | -16.6% |
| 3Y | +96.1% | +154.9% | -58.8% | +49.0% |
| 5Y | +21.7% | +89.3% | -67.6% | -6.4% |
| All | +214.5% | +1,924.1% | -1,709.6% | +17.0% |
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