+48.8%
FTNT vs PLUG
-48.8%
+97.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.4% | +2.9% |
| 7D | -3.0% | +14.5% | -17.5% | -3.7% |
| 30D | -37.1% | -10.7% | -26.4% | -36.9% |
| 3M | -23.3% | -31.2% | +7.9% | -22.3% |
| 6M | +7.4% | -51.9% | +59.3% | +9.3% |
| YTD | +54.2% | -23.9% | +78.1% | +49.7% |
| All | +48.8% | -48.8% | +97.7% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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