+9,303.7%
FTNT vs FITB
+807.6%
+8,496.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -5.8% | +0.6% | -6.5% | -6.1% |
| 30D | -4.8% | -4.7% | 0.0% | -3.3% |
| 3M | +4.4% | +6.7% | -2.3% | +2.1% |
| 6M | +88.8% | +12.6% | +76.2% | +80.4% |
| YTD | +96.8% | +19.1% | +77.7% | +84.0% |
| 1Y | +104.5% | +22.6% | +81.8% | +88.6% |
| 3Y | +156.8% | +127.1% | +29.6% | +89.2% |
| 5Y | +144.1% | +71.8% | +72.2% | +94.4% |
| 10Y | +2,021.8% | +287.2% | +1,734.6% | +1,006.3% |
| All | +9,303.7% | +807.6% | +8,496.1% | +3,628.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling