+85.5%
ETN vs FTNT
+140.8%
-55.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.7% | +4.3% |
| 7D | +3.5% | -0.1% | +3.7% | +3.5% |
| 30D | -7.5% | -3.0% | -4.6% | -7.2% |
| 3M | +8.3% | +7.6% | +0.7% | +6.5% |
| 6M | +20.2% | +87.0% | -66.8% | +4.7% |
| YTD | +34.7% | +96.5% | -61.9% | +15.4% |
| 1Y | +19.4% | +92.9% | -73.5% | +2.7% |
| 3Y | +85.5% | +139.8% | -54.3% | +64.3% |
| All | +85.5% | +140.8% | -55.3% | +64.3% |
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 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