+14.5%
NET vs FTNT
+49.6%
-35.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.2% |
| 7D | -16.4% | -25.7% | +9.3% | -2.2% |
| 30D | -25.8% | -29.7% | +3.9% | -9.8% |
| 3M | -11.5% | -23.1% | +11.6% | +1.6% |
| 6M | +18.9% | +45.0% | -26.1% | -4.6% |
| YTD | +35.2% | +62.9% | -27.7% | -0.7% |
| 1Y | +14.5% | +51.8% | -37.4% | -14.7% |
| All | +14.5% | +49.6% | -35.1% | -14.7% |
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