+1,381.0%
NET vs FTNT
+722.0%
+659.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.3% |
| 7D | -16.4% | -25.7% | +9.3% | +1.3% |
| 30D | -25.8% | -29.7% | +3.9% | -6.3% |
| 3M | -11.5% | -23.1% | +11.6% | +5.0% |
| 6M | +18.9% | +45.0% | -26.1% | -14.1% |
| YTD | +35.2% | +62.9% | -27.7% | -10.1% |
| 1Y | +14.5% | +51.8% | -37.4% | -20.2% |
| 3Y | +313.8% | +156.3% | +157.5% | +79.2% |
| 5Y | +32.6% | +91.2% | -58.6% | -30.5% |
| All | +1,381.0% | +722.0% | +659.0% | +202.1% |
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 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