+92.9%
FTNT vs LOW
-25.0%
+117.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.7% |
| 7D | -0.1% | -3.7% | +3.6% | -0.8% |
| 30D | -3.0% | -8.9% | +5.9% | -4.4% |
| 3M | +7.6% | -10.4% | +18.0% | +5.9% |
| 6M | +87.0% | -19.4% | +106.4% | +84.1% |
| YTD | +96.5% | -17.1% | +113.7% | +94.5% |
| 1Y | +92.9% | -26.3% | +119.2% | +90.0% |
| All | +92.9% | -25.0% | +117.9% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling