+244.8%
NEE vs FTNT
+2,095.7%
-1,850.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -3.3% | -3.0% | -0.4% | -3.1% |
| 3M | -2.3% | +7.6% | -9.8% | -3.4% |
| 6M | -8.9% | +87.0% | -95.8% | -16.5% |
| YTD | +4.8% | +96.5% | -91.8% | -4.8% |
| 1Y | +18.7% | +92.9% | -74.2% | +8.0% |
| 3Y | +33.2% | +139.8% | -106.6% | +13.3% |
| 5Y | +10.9% | +151.3% | -140.5% | -10.6% |
| All | +244.8% | +2,095.7% | -1,850.9% | +110.3% |
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 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