-27.8%
COIN vs FTNT
+151.3%
-179.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.8% |
| 7D | -5.1% | -0.1% | -4.9% | -5.1% |
| 30D | +17.6% | -3.0% | +20.6% | +19.4% |
| 3M | +9.2% | +7.6% | +1.7% | +2.8% |
| 6M | -11.8% | +87.0% | -98.7% | -43.9% |
| YTD | -22.5% | +96.5% | -119.0% | -52.4% |
| 1Y | -45.9% | +92.9% | -138.8% | -66.3% |
| 3Y | +117.4% | +139.8% | -22.5% | +7.5% |
| All | -27.8% | +151.3% | -179.1% | -68.4% |
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