+627.7%
GEV vs FTNT
+130.2%
+497.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +3.2% | +1.7% | +1.4% | +2.8% |
| 30D | -4.0% | -4.3% | +0.2% | -3.3% |
| 3M | +3.4% | +13.6% | -10.2% | -0.2% |
| 6M | +14.7% | +87.6% | -72.9% | -4.7% |
| YTD | +45.8% | +98.0% | -52.2% | +18.1% |
| 1Y | +57.4% | +96.9% | -39.5% | +27.9% |
| All | +627.7% | +130.2% | +497.4% | +519.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling