+7,554.6%
FTNT vs MET
+436.6%
+7,118.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | +7.1% | +4.5% | +2.6% | +5.1% |
| 30D | -30.9% | +3.5% | -34.4% | -32.0% |
| 3M | -23.1% | +5.9% | -29.0% | -25.2% |
| 6M | +8.1% | +33.1% | -25.0% | -4.7% |
| YTD | +60.2% | +33.6% | +26.6% | +40.1% |
| 1Y | +57.0% | +32.7% | +24.3% | +37.5% |
| 3Y | +152.9% | +85.0% | +67.9% | +91.1% |
| 5Y | +85.9% | +85.6% | +0.3% | +39.1% |
| 10Y | +1,896.5% | +198.8% | +1,697.7% | +1,001.5% |
| All | +7,554.6% | +436.6% | +7,118.0% | +2,834.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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