+47.6%
F vs FTNT
+152.6%
-104.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -5.8% | +11.2% | +6.1% |
| 30D | +4.6% | -4.8% | +9.4% | +5.1% |
| 3M | -3.7% | +4.4% | -8.1% | -4.6% |
| 6M | +16.8% | +88.8% | -72.0% | +6.9% |
| YTD | +15.3% | +96.8% | -81.5% | +4.7% |
| 1Y | +31.0% | +104.5% | -73.5% | +18.2% |
| All | +47.6% | +152.6% | -104.9% | +28.0% |
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