+139.3%
FTNT vs UAL
+190.9%
-51.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.3% |
| 7D | -12.7% | +8.2% | -20.8% | -13.9% |
| 30D | -37.2% | +2.3% | -39.5% | -37.6% |
| 3M | -25.8% | -12.7% | -13.1% | -24.3% |
| 6M | +32.1% | +12.7% | +19.4% | +27.7% |
| YTD | +49.7% | +0.8% | +48.8% | +46.6% |
| 1Y | +47.6% | +17.8% | +29.8% | +39.1% |
| All | +139.3% | +190.9% | -51.6% | +88.9% |
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 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