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  • FTNT vs FLR✓SelectedUSD · FLRFTNT vs FLR performance historyLatest closeAs of-0.04%09/04
Stock and ETF performance explorer

FTNT vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+9,303.7%
FLR return
+45.4%
Excess return
+9,258.3%
Maximum drawdown
-51.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D0.0%-2.3%+2.3%+0.4%
7D-5.8%+5.4%-11.3%-6.8%
30D-4.8%+11.4%-16.2%-7.1%
3M+4.4%+11.4%-7.0%+1.6%
6M+88.8%+16.6%+72.1%+79.9%
YTD+96.8%+41.7%+55.1%+79.9%
1Y+104.5%+35.4%+69.0%+88.1%
3Y+156.8%+57.3%+99.4%+120.8%
5Y+144.1%+241.0%-96.9%+71.3%
10Y+2,021.8%+16.6%+2,005.1%+1,583.9%
All+9,303.7%+45.4%+9,258.3%+6,429.9%

Cumulative growth

Daily Returns

Daily percentage return beside FLR.

Daily Out/Under-Performance

Portfolio return minus FLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FLR 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 FLR 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