+668.0%
BE vs FTNT
+851.0%
-183.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -3.9% |
| 7D | +10.8% | +7.1% | +3.8% | +7.1% |
| 30D | -19.8% | -30.9% | +11.1% | -3.3% |
| 3M | -18.7% | -23.1% | +4.4% | -9.3% |
| 6M | -33.7% | +8.1% | -41.8% | -39.8% |
| YTD | +121.0% | +60.2% | +60.8% | +50.8% |
| 1Y | +85.4% | +57.0% | +28.4% | +29.5% |
| 3Y | +1,709.5% | +152.9% | +1,556.6% | +775.3% |
| 5Y | +462.2% | +85.9% | +376.3% | +201.0% |
| All | +668.0% | +851.0% | -183.0% | +36.7% |
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