+86.4%
META vs FTNT
+84.5%
+1.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +3.5% |
| 7D | +5.2% | +7.1% | -1.9% | +2.9% |
| 30D | -13.0% | -30.9% | +17.9% | -3.4% |
| 3M | +7.9% | -23.1% | +31.0% | +14.9% |
| 6M | +4.2% | +8.1% | -3.9% | -2.1% |
| YTD | -2.5% | +60.2% | -62.7% | -21.8% |
| 1Y | +5.6% | +57.0% | -51.4% | -14.7% |
| 3Y | +96.8% | +152.9% | -56.1% | +26.3% |
| All | +86.4% | +84.5% | +1.9% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling