+1,874.3%
BE vs FTNT
+154.0%
+1,720.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +3.7% | +9.3% | +11.8% |
| 7D | +4.5% | -1.0% | +5.5% | +5.2% |
| 30D | -20.1% | -33.6% | +13.5% | -9.9% |
| 3M | -0.8% | -20.9% | +20.0% | +4.9% |
| 6M | -26.2% | +11.0% | -37.2% | -30.7% |
| YTD | +141.1% | +61.3% | +79.8% | +89.7% |
| 1Y | +64.8% | +53.1% | +11.7% | +34.4% |
| All | +1,874.3% | +154.0% | +1,720.3% | +1,343.3% |
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