+7,554.6%
FTNT vs FITB
+809.0%
+6,745.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +7.1% | +2.8% | +4.3% | +6.1% |
| 30D | -30.9% | +9.8% | -40.7% | -33.1% |
| 3M | -23.1% | -5.2% | -17.9% | -22.0% |
| 6M | +8.1% | +17.3% | -9.2% | +2.1% |
| YTD | +60.2% | +19.3% | +40.9% | +49.2% |
| 1Y | +57.0% | +32.7% | +24.3% | +40.9% |
| 3Y | +152.9% | +141.6% | +11.3% | +83.2% |
| 5Y | +85.9% | +48.9% | +37.0% | +55.0% |
| 10Y | +1,896.5% | +216.5% | +1,680.0% | +1,029.7% |
| All | +7,554.6% | +809.0% | +6,745.7% | +2,923.6% |
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