+55.2%
HYG vs FTNT
+2,095.7%
-2,040.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.1% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -0.7% | -3.0% | +2.2% | -0.6% |
| 3M | -0.2% | +7.6% | -7.8% | -0.9% |
| 6M | +1.4% | +87.0% | -85.5% | -3.8% |
| YTD | +1.5% | +96.5% | -95.1% | -4.3% |
| 1Y | +2.9% | +92.9% | -90.0% | -2.8% |
| 3Y | +25.6% | +139.8% | -114.2% | +14.9% |
| 5Y | +18.6% | +151.3% | -132.8% | +5.4% |
| All | +55.2% | +2,095.7% | -2,040.5% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling