-80.8%
FIG vs FTNT
+55.3%
-136.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.2% |
| 7D | -12.2% | +1.6% | -13.8% | -13.2% |
| 30D | -11.0% | -1.9% | -9.1% | -9.8% |
| 3M | +11.9% | +14.4% | -2.5% | +2.0% |
| 6M | -21.9% | +88.7% | -110.6% | -49.6% |
| YTD | -40.8% | +100.0% | -140.8% | -63.6% |
| 1Y | -56.6% | +99.9% | -156.5% | -73.5% |
| All | -80.8% | +55.3% | -136.2% | -86.4% |
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