+11.0%
NEE vs FTNT
+153.6%
-142.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -1.9% | +1.6% | -3.5% | -2.0% |
| 30D | -3.1% | -1.9% | -1.2% | -3.1% |
| 3M | -2.4% | +14.4% | -16.8% | -3.5% |
| 6M | -8.6% | +88.7% | -97.3% | -13.6% |
| YTD | +4.9% | +100.0% | -95.1% | -1.5% |
| 1Y | +19.4% | +99.9% | -80.5% | +12.0% |
| 3Y | +34.9% | +147.9% | -113.1% | +19.1% |
| 5Y | +11.0% | +155.8% | -144.8% | -9.3% |
| All | +11.0% | +153.6% | -142.5% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling