+153.0%
FTNT vs FITB
+70.3%
+82.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | -4.3% | -5.1% | +0.9% | -2.6% |
| 3M | +13.6% | +3.5% | +10.1% | +12.1% |
| 6M | +87.6% | +17.2% | +70.4% | +76.1% |
| YTD | +98.0% | +17.6% | +80.3% | +84.8% |
| 1Y | +96.9% | +23.4% | +73.6% | +80.0% |
| 3Y | +145.4% | +129.7% | +15.6% | +72.7% |
| 5Y | +153.0% | +68.4% | +84.6% | +119.1% |
| All | +153.0% | +70.3% | +82.7% | +119.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling