+551.1%
SCHD vs FTNT
+4,167.9%
-3,616.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -3.1% | +1.6% | -4.7% | -3.3% |
| 30D | -0.8% | -1.9% | +1.1% | -0.7% |
| 3M | +6.2% | +14.4% | -8.2% | +3.8% |
| 6M | +11.8% | +88.7% | -76.8% | +0.9% |
| YTD | +26.0% | +100.0% | -74.1% | +12.4% |
| 1Y | +28.1% | +99.9% | -71.7% | +14.2% |
| 3Y | +54.6% | +147.9% | -93.3% | +29.9% |
| 5Y | +60.3% | +155.8% | -95.5% | +29.0% |
| 10Y | +242.1% | +2,121.1% | -1,878.9% | +92.6% |
| All | +551.1% | +4,167.9% | -3,616.8% | +237.3% |
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 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