+141.6%
FTNT vs FITB
+128.2%
+13.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | -4.3% | -5.1% | +0.9% | -3.1% |
| 3M | +13.6% | +3.5% | +10.1% | +12.7% |
| 6M | +87.6% | +17.2% | +70.4% | +79.8% |
| YTD | +98.0% | +17.6% | +80.3% | +89.1% |
| 1Y | +96.9% | +23.4% | +73.6% | +85.2% |
| All | +141.6% | +128.2% | +13.4% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling