+152.9%
FTNT vs FITB
+144.0%
+8.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +7.1% | +2.8% | +4.3% | +6.4% |
| 30D | -30.9% | +9.8% | -40.7% | -32.6% |
| 3M | -23.1% | -5.2% | -17.9% | -22.2% |
| 6M | +8.1% | +17.3% | -9.2% | +3.4% |
| YTD | +60.2% | +19.3% | +40.9% | +50.7% |
| 1Y | +57.0% | +32.7% | +24.3% | +42.2% |
| 3Y | +152.9% | +141.6% | +11.3% | +115.2% |
| All | +152.9% | +144.0% | +8.9% | +115.2% |
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