+1,771.3%
QQQ vs FTNT
+9,162.9%
-7,391.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | +1.5% | -2.7% | +4.2% | +2.2% |
| 30D | -0.6% | -1.4% | +0.7% | -0.6% |
| 3M | +0.4% | +10.1% | -9.7% | -2.6% |
| 6M | +20.1% | +88.2% | -68.1% | +0.1% |
| YTD | +17.2% | +98.3% | -81.1% | -3.9% |
| 1Y | +24.7% | +96.0% | -71.3% | +2.4% |
| 3Y | +96.2% | +145.8% | -49.6% | +46.4% |
| 5Y | +94.4% | +154.6% | -60.2% | +37.5% |
| 10Y | +556.7% | +2,063.6% | -1,507.0% | +174.8% |
| All | +1,771.3% | +9,162.9% | -7,391.6% | +437.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling