-80.9%
FIG vs FTNT
+53.7%
-134.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.1% |
| 7D | -14.5% | +1.7% | -16.2% | -15.6% |
| 30D | -13.3% | -4.3% | -9.1% | -10.6% |
| 3M | +7.4% | +13.6% | -6.2% | -1.6% |
| 6M | -27.8% | +87.6% | -115.4% | -53.2% |
| YTD | -41.1% | +98.0% | -139.1% | -63.5% |
| 1Y | -58.7% | +96.9% | -155.6% | -74.5% |
| All | -80.9% | +53.7% | -134.7% | -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 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