+18.7%
NEE vs FTNT
+95.0%
-76.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.3% |
| 7D | -1.3% | -0.1% | -1.2% | -1.4% |
| 30D | -3.3% | -3.0% | -0.4% | -3.5% |
| 3M | -2.3% | +7.6% | -9.8% | -1.1% |
| 6M | -8.9% | +87.0% | -95.8% | -2.4% |
| YTD | +4.8% | +96.5% | -91.8% | +12.2% |
| 1Y | +18.7% | +92.9% | -74.2% | +28.1% |
| All | +18.7% | +95.0% | -76.3% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling