+70.7%
NEE vs FTNT
+152.2%
-81.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.3% |
| 7D | -2.1% | +7.1% | -9.2% | -1.8% |
| 30D | +8.6% | -30.9% | +39.5% | +7.2% |
| 3M | -0.3% | -23.1% | +22.8% | -1.1% |
| 6M | -8.9% | +8.1% | -17.0% | -8.5% |
| YTD | +8.3% | +60.2% | -51.9% | +9.8% |
| 1Y | +4.3% | +57.0% | -52.7% | +5.7% |
| 3Y | +70.7% | +152.9% | -82.2% | +62.2% |
| All | +70.7% | +152.2% | -81.5% | +62.2% |
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