-27.5%
ON vs FTNT
+142.5%
-170.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -1.9% | +1.7% | -3.6% | -2.3% |
| 30D | -11.0% | -4.3% | -6.8% | -10.3% |
| 3M | -39.3% | +13.6% | -52.9% | -41.4% |
| 6M | +19.8% | +87.6% | -67.8% | +1.7% |
| YTD | +31.1% | +98.0% | -66.9% | +9.1% |
| 1Y | +46.0% | +96.9% | -50.9% | +21.7% |
| All | -27.5% | +142.5% | -170.0% | -37.1% |
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