+934.0%
BE vs FTNT
+1,087.4%
-153.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.6% |
| 7D | +9.7% | +1.6% | +8.1% | +8.8% |
| 30D | +22.4% | -1.9% | +24.3% | +22.4% |
| 3M | +10.4% | +14.4% | -4.0% | +0.9% |
| 6M | +67.9% | +88.7% | -20.8% | +9.2% |
| YTD | +197.5% | +100.0% | +97.5% | +84.4% |
| 1Y | +310.6% | +99.9% | +210.7% | +157.8% |
| 3Y | +1,657.2% | +147.9% | +1,509.3% | +801.1% |
| 5Y | +1,218.2% | +155.8% | +1,062.3% | +493.4% |
| All | +934.0% | +1,087.4% | -153.4% | +67.1% |
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