+148.8%
FTNT vs UAL
+142.0%
+6.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.6% |
| 7D | -5.8% | +0.7% | -6.6% | -6.1% |
| 30D | -4.8% | -16.1% | +11.3% | -1.0% |
| 3M | +4.4% | +6.1% | -1.7% | +2.3% |
| 6M | +88.8% | +10.8% | +77.9% | +80.8% |
| YTD | +96.8% | -0.4% | +97.2% | +92.5% |
| 1Y | +104.5% | +5.0% | +99.4% | +96.1% |
| 3Y | +156.8% | +124.0% | +32.7% | +91.3% |
| All | +148.8% | +142.0% | +6.8% | +66.4% |
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