-6.4%
T vs FTNT
+49.6%
-56.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.2% |
| 7D | +5.5% | -25.7% | +31.1% | +2.7% |
| 30D | -8.9% | -29.7% | +20.8% | -11.6% |
| 3M | -5.6% | -23.1% | +17.5% | -7.6% |
| 6M | -14.3% | +45.0% | -59.3% | -12.1% |
| YTD | -7.9% | +62.9% | -70.9% | -4.5% |
| 1Y | -6.4% | +51.8% | -58.2% | -3.0% |
| All | -6.4% | +49.6% | -56.0% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling