+606.9%
GEV vs FTNT
+132.6%
+474.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.1% |
| 7D | -1.9% | +1.6% | -3.5% | -2.3% |
| 30D | -8.7% | -1.9% | -6.8% | -8.6% |
| 3M | +6.6% | +14.4% | -7.8% | +2.7% |
| 6M | +10.2% | +88.7% | -78.4% | -8.5% |
| YTD | +41.6% | +100.0% | -58.4% | +14.5% |
| 1Y | +43.9% | +99.9% | -56.0% | +16.5% |
| All | +606.9% | +132.6% | +474.3% | +500.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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