+131.6%
C vs FTNT
+151.5%
-19.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +3.2% | -2.7% | +5.9% | +3.6% |
| 30D | +1.3% | -1.4% | +2.6% | +1.3% |
| 3M | +3.1% | +10.1% | -7.0% | +0.8% |
| 6M | +29.6% | +88.2% | -58.6% | +14.0% |
| YTD | +19.0% | +98.3% | -79.3% | +3.4% |
| 1Y | +45.6% | +96.0% | -50.3% | +26.7% |
| 3Y | +269.3% | +145.8% | +123.5% | +206.6% |
| 5Y | +131.6% | +154.6% | -23.1% | +80.9% |
| All | +131.6% | +151.5% | -19.9% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling