+153.0%
FTNT vs TECH
-42.1%
+195.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | -4.3% | +0.3% | -4.5% | -4.3% |
| 3M | +13.6% | +32.9% | -19.3% | +4.0% |
| 6M | +87.6% | +32.1% | +55.5% | +69.5% |
| YTD | +98.0% | +23.4% | +74.6% | +81.7% |
| 1Y | +96.9% | +34.1% | +62.9% | +74.8% |
| 3Y | +145.4% | +2.2% | +143.2% | +122.6% |
| 5Y | +153.0% | -41.8% | +194.8% | +239.1% |
| All | +153.0% | -42.1% | +195.1% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling