+96.0%
FTNT vs UAL
+0.7%
+95.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.9% |
| 7D | -2.7% | +3.5% | -6.2% | -3.0% |
| 30D | -1.4% | -16.5% | +15.1% | -0.1% |
| 3M | +10.1% | +2.8% | +7.3% | +9.8% |
| 6M | +88.2% | +17.6% | +70.6% | +84.0% |
| YTD | +98.3% | -3.2% | +101.5% | +98.4% |
| 1Y | +96.0% | +0.4% | +95.5% | +96.9% |
| All | +96.0% | +0.7% | +95.2% | +96.9% |
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