+147.4%
FTNT vs UAL
+131.3%
+16.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.5% |
| 7D | -5.8% | +0.7% | -6.6% | -6.0% |
| 30D | -4.8% | -16.1% | +11.3% | -1.9% |
| 3M | +4.4% | +6.1% | -1.7% | +2.8% |
| 6M | +88.8% | +10.8% | +77.9% | +82.7% |
| YTD | +96.8% | -0.4% | +97.2% | +93.9% |
| 1Y | +104.5% | +5.0% | +99.4% | +98.2% |
| All | +147.4% | +131.3% | +16.1% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling