+96.7%
META vs FTNT
+145.0%
-48.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +3.3% | -3.5% | +6.8% | +4.1% |
| 30D | -10.8% | -36.5% | +25.8% | -2.0% |
| 3M | +7.9% | -24.7% | +32.6% | +13.3% |
| 6M | +5.4% | +8.3% | -2.9% | +0.3% |
| YTD | -2.6% | +55.6% | -58.2% | -17.0% |
| 1Y | +1.9% | +50.2% | -48.3% | -12.3% |
| All | +96.7% | +145.0% | -48.3% | +66.3% |
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