+96.0%
FTNT vs PLUG
+53.7%
+42.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.4% | +0.6% |
| 7D | -2.7% | +8.1% | -10.8% | -3.0% |
| 30D | -1.4% | +3.7% | -5.0% | -1.5% |
| 3M | +10.1% | -29.2% | +39.2% | +11.3% |
| 6M | +88.2% | +6.1% | +82.1% | +84.5% |
| YTD | +98.3% | +14.7% | +83.6% | +91.9% |
| 1Y | +96.0% | +56.9% | +39.0% | +91.3% |
| All | +96.0% | +53.7% | +42.2% | +91.3% |
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