+1,735.9%
BE vs FTNT
+142.9%
+1,593.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.9% | +9.4% |
| 7D | +29.8% | -2.7% | +32.5% | +31.0% |
| 30D | +26.4% | -1.4% | +27.7% | +26.2% |
| 3M | +9.3% | +10.1% | -0.8% | +5.0% |
| 6M | +105.1% | +88.2% | +16.9% | +57.3% |
| YTD | +219.0% | +98.3% | +120.7% | +136.9% |
| 1Y | +418.8% | +96.0% | +322.8% | +292.1% |
| All | +1,735.9% | +142.9% | +1,593.0% | +1,399.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling