+51.8%
FTNT vs UAL
+22.8%
+29.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.0% | -7.0% | +0.8% |
| 7D | -25.7% | +11.9% | -37.6% | -26.0% |
| 30D | -29.7% | +5.2% | -35.0% | -29.9% |
| 3M | -23.1% | -12.7% | -10.4% | -22.6% |
| 6M | +45.0% | +28.5% | +16.5% | +42.6% |
| YTD | +62.9% | +3.5% | +59.4% | +62.5% |
| 1Y | +51.8% | +27.5% | +24.3% | +48.0% |
| All | +51.8% | +22.8% | +29.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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