+43.5%
F vs FTNT
+137.3%
-93.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | +1.6% | -12.7% | +14.2% | +2.8% |
| 30D | +2.6% | -37.2% | +39.9% | +7.2% |
| 3M | -8.8% | -25.8% | +17.0% | -7.2% |
| 6M | +4.6% | +32.1% | -27.5% | -2.5% |
| YTD | -1.9% | +49.7% | -51.6% | -10.8% |
| 1Y | -0.8% | +47.6% | -48.3% | -9.6% |
| 3Y | +43.5% | +137.2% | -93.7% | +2.2% |
| All | +43.5% | +137.3% | -93.8% | +2.2% |
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