-81.2%
PATH vs FTNT
+193.1%
-274.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.6% |
| 7D | -5.3% | -12.7% | +7.4% | +1.9% |
| 30D | -0.5% | -37.2% | +36.7% | +26.5% |
| 3M | -7.1% | -25.8% | +18.6% | +6.8% |
| 6M | +23.8% | +32.1% | -8.3% | +0.6% |
| YTD | -20.7% | +49.7% | -70.3% | -40.0% |
| 1Y | -8.1% | +47.6% | -55.6% | -29.7% |
| 3Y | -21.8% | +137.2% | -159.0% | -57.9% |
| 5Y | -76.8% | +74.2% | -151.0% | -86.3% |
| All | -81.2% | +193.1% | -274.2% | -92.3% |
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