+59.7%
DIA vs FTNT
+152.2%
-92.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | +2.1% | +7.1% | -4.9% | +1.4% |
| 30D | +1.5% | -30.9% | +32.4% | +4.8% |
| 3M | -2.4% | -23.1% | +20.7% | -0.5% |
| 6M | +6.0% | +8.1% | -2.1% | +3.7% |
| YTD | +10.1% | +60.2% | -50.1% | +2.0% |
| 1Y | +11.8% | +57.0% | -45.2% | +3.9% |
| 3Y | +59.7% | +152.9% | -93.2% | +46.7% |
| All | +59.7% | +152.2% | -92.5% | +46.7% |
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