+631.4%
DIA vs FTNT
+9,093.5%
-8,462.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -5.8% | +5.7% | +0.8% |
| 30D | -1.5% | -4.8% | +3.2% | -0.9% |
| 3M | +3.8% | +4.4% | -0.7% | +2.6% |
| 6M | +10.3% | +88.8% | -78.5% | -2.4% |
| YTD | +12.1% | +96.8% | -84.7% | -1.7% |
| 1Y | +18.6% | +104.5% | -85.8% | +3.2% |
| 3Y | +60.6% | +156.8% | -96.1% | +30.7% |
| 5Y | +64.4% | +144.1% | -79.6% | +29.7% |
| 10Y | +250.1% | +2,021.8% | -1,771.7% | +85.5% |
| All | +631.4% | +9,093.5% | -8,462.2% | +187.6% |
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