+1,511.3%
META vs FTNT
+2,451.3%
-940.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.8% |
| 7D | -0.8% | -12.7% | +11.9% | +3.3% |
| 30D | -15.4% | -37.2% | +21.8% | -3.6% |
| 3M | +3.5% | -25.8% | +29.3% | +11.2% |
| 6M | -0.3% | +32.1% | -32.4% | -12.2% |
| YTD | -7.3% | +49.7% | -57.0% | -22.0% |
| 1Y | -1.1% | +47.6% | -48.6% | -16.4% |
| 3Y | +95.1% | +137.2% | -42.1% | +36.2% |
| 5Y | +80.6% | +74.2% | +6.4% | +32.9% |
| 10Y | +410.1% | +1,824.2% | -1,414.1% | +96.4% |
| All | +1,511.3% | +2,451.3% | -940.0% | +463.6% |
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 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