+95.1%
META vs FTNT
+137.3%
-42.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.5% |
| 7D | -0.8% | -12.7% | +11.9% | +2.2% |
| 30D | -15.4% | -37.2% | +21.8% | -7.0% |
| 3M | +3.5% | -25.8% | +29.3% | +8.9% |
| 6M | -0.3% | +32.1% | -32.4% | -10.7% |
| YTD | -7.3% | +49.7% | -57.0% | -20.3% |
| 1Y | -1.1% | +47.6% | -48.6% | -14.6% |
| 3Y | +95.1% | +137.2% | -42.1% | +64.6% |
| All | +95.1% | +137.3% | -42.2% | +64.6% |
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