+91.3%
QQQ vs FTNT
+145.1%
-53.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -1.3% | +1.6% | -2.8% | -1.6% |
| 30D | -1.4% | -1.9% | +0.5% | -1.2% |
| 3M | +2.3% | +14.4% | -12.1% | -0.7% |
| 6M | +16.9% | +88.7% | -71.8% | +2.1% |
| YTD | +15.6% | +100.0% | -84.4% | -0.4% |
| 1Y | +22.6% | +99.9% | -77.2% | +5.5% |
| All | +91.3% | +145.1% | -53.8% | +70.7% |
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