+70.2%
FTNT vs UAL
+113.1%
-42.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.5% |
| 7D | -12.7% | +8.2% | -20.8% | -14.4% |
| 30D | -37.2% | +2.3% | -39.5% | -37.7% |
| 3M | -25.8% | -12.7% | -13.1% | -23.9% |
| 6M | +32.1% | +12.7% | +19.4% | +26.3% |
| YTD | +49.7% | +0.8% | +48.8% | +45.2% |
| 1Y | +47.6% | +17.8% | +29.8% | +36.8% |
| 3Y | +137.2% | +206.7% | -69.5% | +57.6% |
| All | +70.2% | +113.1% | -42.9% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling