+9,303.7%
FTNT vs UAL
+1,405.1%
+7,898.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.9% |
| 6M | +88.8% | +10.8% | +77.9% | +82.9% |
| YTD | +96.8% | -0.4% | +97.2% | +93.7% |
| 1Y | +104.5% | +5.0% | +99.4% | +98.5% |
| 3Y | +156.8% | +124.0% | +32.7% | +111.0% |
| 5Y | +144.1% | +141.0% | +3.1% | +93.5% |
| 10Y | +2,021.8% | +118.0% | +1,903.8% | +1,469.9% |
| All | +9,303.7% | +1,405.1% | +7,898.6% | +5,150.6% |
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 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