+51.8%
FTNT vs FERG
+3.8%
+48.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +1.3% |
| 7D | -25.7% | +7.7% | -33.4% | -24.9% |
| 30D | -29.7% | +11.5% | -41.2% | -29.0% |
| 3M | -23.1% | -2.4% | -20.7% | -22.4% |
| 6M | +45.0% | -4.0% | +49.0% | +46.1% |
| YTD | +62.9% | +13.4% | +49.6% | +63.2% |
| 1Y | +51.8% | +3.1% | +48.8% | +54.8% |
| All | +51.8% | +3.8% | +48.0% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling