+16.0%
DIA vs FTNT
+98.7%
-82.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.7% |
| 7D | -3.0% | +1.6% | -4.6% | -3.1% |
| 30D | -3.0% | -1.9% | -1.1% | -2.9% |
| 3M | +4.5% | +14.4% | -9.9% | +3.4% |
| 6M | +9.8% | +88.7% | -78.9% | +4.7% |
| YTD | +9.3% | +100.0% | -90.7% | +3.1% |
| 1Y | +16.0% | +99.9% | -83.9% | +9.3% |
| All | +16.0% | +98.7% | -82.8% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling