+7,050.4%
FTNT vs UAL
+1,423.5%
+5,626.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.3% |
| 7D | -12.7% | +8.2% | -20.8% | -14.0% |
| 30D | -37.2% | +2.3% | -39.5% | -37.6% |
| 3M | -25.8% | -12.7% | -13.1% | -24.4% |
| 6M | +32.1% | +12.7% | +19.4% | +27.9% |
| YTD | +49.7% | +0.8% | +48.8% | +46.4% |
| 1Y | +47.6% | +17.8% | +29.8% | +40.1% |
| 3Y | +137.2% | +206.7% | -69.5% | +84.4% |
| 5Y | +74.2% | +113.9% | -39.7% | +40.4% |
| 10Y | +1,824.2% | +97.0% | +1,727.2% | +1,343.8% |
| All | +7,050.4% | +1,423.5% | +5,626.9% | +3,869.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling