+2,111.2%
FTNT vs FITB
+288.7%
+1,822.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | -1.9% | -5.5% | +3.6% | -0.3% |
| 3M | +14.4% | +4.1% | +10.3% | +13.0% |
| 6M | +88.7% | +18.7% | +69.9% | +78.6% |
| YTD | +100.0% | +18.2% | +81.9% | +89.1% |
| 1Y | +99.9% | +23.7% | +76.2% | +86.0% |
| 3Y | +147.9% | +130.8% | +17.2% | +89.9% |
| 5Y | +155.8% | +69.8% | +86.0% | +112.1% |
| All | +2,111.2% | +288.7% | +1,822.4% | +1,262.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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