+33.5%
NEE vs FTNT
+145.1%
-111.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.2% |
| 7D | -1.9% | +1.6% | -3.5% | -1.9% |
| 30D | -3.1% | -1.9% | -1.2% | -3.1% |
| 3M | -2.4% | +14.4% | -16.8% | -2.0% |
| 6M | -8.6% | +88.7% | -97.3% | -7.3% |
| YTD | +4.9% | +100.0% | -95.1% | +6.4% |
| 1Y | +19.4% | +99.9% | -80.5% | +21.1% |
| All | +33.5% | +145.1% | -111.6% | +20.1% |
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 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