-80.8%
PATH vs FTNT
+213.7%
-294.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.3% |
| 7D | +2.1% | +7.1% | -5.0% | -1.8% |
| 30D | +1.6% | -30.9% | +32.5% | +22.4% |
| 3M | -20.4% | -23.1% | +2.7% | -10.4% |
| 6M | +40.1% | +8.1% | +32.0% | +29.8% |
| YTD | -19.0% | +60.2% | -79.2% | -41.1% |
| 1Y | -5.8% | +57.0% | -62.8% | -30.5% |
| 3Y | -22.9% | +152.9% | -175.9% | -60.0% |
| 5Y | -75.3% | +85.9% | -161.2% | -85.9% |
| All | -80.8% | +213.7% | -294.5% | -92.5% |
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