-15.8%
F vs FTNT
+72.2%
-88.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.1% |
| 7D | +1.6% | -12.7% | +14.2% | +4.1% |
| 30D | +2.6% | -37.2% | +39.9% | +11.3% |
| 3M | -8.8% | -25.8% | +17.0% | -5.1% |
| 6M | +4.6% | +32.1% | -27.5% | -5.4% |
| YTD | -1.9% | +49.7% | -51.6% | -14.5% |
| 1Y | -0.8% | +47.6% | -48.3% | -13.3% |
| 3Y | +43.5% | +137.2% | -93.7% | +4.6% |
| All | -15.8% | +72.2% | -88.0% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling