+1,449.6%
NET vs FTNT
+892.9%
+556.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -7.0% | -5.8% | -1.1% | -2.7% |
| 30D | -4.8% | -4.8% | 0.0% | -1.0% |
| 3M | +3.8% | +4.4% | -0.6% | +0.5% |
| 6M | +50.0% | +88.8% | -38.7% | -8.2% |
| YTD | +41.5% | +96.8% | -55.3% | -16.1% |
| 1Y | +32.8% | +104.5% | -71.6% | -23.6% |
| 3Y | +335.9% | +156.8% | +179.1% | +92.7% |
| 5Y | +113.8% | +144.1% | -30.2% | -3.5% |
| All | +1,449.6% | +892.9% | +556.6% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling