+238.6%
SCHD vs FTNT
+2,095.7%
-1,857.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.1% | +0.6% |
| 7D | -2.0% | -0.1% | -1.8% | -1.9% |
| 30D | -0.4% | -3.0% | +2.6% | -0.2% |
| 3M | +5.7% | +7.6% | -1.9% | +4.1% |
| 6M | +11.9% | +87.0% | -75.1% | +0.2% |
| YTD | +26.4% | +96.5% | -70.1% | +12.1% |
| 1Y | +27.6% | +92.9% | -65.3% | +13.2% |
| 3Y | +54.9% | +139.8% | -84.9% | +28.5% |
| 5Y | +60.9% | +151.3% | -90.4% | +26.0% |
| All | +238.6% | +2,095.7% | -1,857.1% | +72.3% |
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