+617.3%
DIA vs FTNT
+7,520.0%
-6,902.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +1.6% | +5.7% | -4.1% | +0.6% |
| 30D | +1.2% | -32.1% | +33.3% | +7.3% |
| 3M | -2.4% | -19.5% | +17.1% | +0.1% |
| 6M | +5.7% | +13.8% | -8.1% | +1.8% |
| YTD | +9.9% | +63.1% | -53.2% | -1.3% |
| 1Y | +9.8% | +57.7% | -47.9% | -0.9% |
| 3Y | +59.8% | +154.9% | -95.1% | +29.0% |
| 5Y | +57.7% | +89.3% | -31.6% | +29.1% |
| 10Y | +235.8% | +1,933.0% | -1,697.2% | +78.7% |
| All | +617.3% | +7,520.0% | -6,902.7% | +188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling