+558.6%
QQQ vs FTNT
+2,095.7%
-1,537.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.4% |
| 7D | -0.6% | -0.1% | -0.4% | -0.5% |
| 30D | -1.2% | -3.0% | +1.7% | -0.7% |
| 3M | -0.2% | +7.6% | -7.8% | -3.1% |
| 6M | +17.9% | +87.0% | -69.0% | -5.1% |
| YTD | +16.6% | +96.5% | -79.9% | -8.0% |
| 1Y | +23.0% | +92.9% | -70.0% | -2.6% |
| 3Y | +92.9% | +139.8% | -46.9% | +35.5% |
| 5Y | +95.6% | +151.3% | -55.7% | +25.9% |
| All | +558.6% | +2,095.7% | -1,537.1% | +109.1% |
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