+86.4%
F vs FTNT
+2,029.1%
-1,942.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.4% |
| 7D | +1.2% | -2.7% | +3.9% | +1.7% |
| 30D | +1.2% | -1.4% | +2.6% | +1.2% |
| 3M | -5.7% | +10.1% | -15.7% | -8.3% |
| 6M | +17.9% | +88.2% | -70.3% | +0.4% |
| YTD | +10.4% | +98.3% | -87.9% | -7.6% |
| 1Y | +25.3% | +96.0% | -70.6% | +5.0% |
| 3Y | +37.5% | +145.8% | -108.3% | +4.3% |
| 5Y | +46.5% | +154.6% | -108.1% | +4.9% |
| 10Y | +86.4% | +2,063.6% | -1,977.3% | -19.5% |
| All | +86.4% | +2,029.1% | -1,942.7% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling