+62.5%
T vs FTNT
+1,924.1%
-1,861.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | +1.6% | +5.7% | -4.1% | +1.3% |
| 30D | -2.9% | -32.1% | +29.2% | -1.0% |
| 3M | -7.5% | -19.5% | +12.0% | -6.8% |
| 6M | -9.9% | +13.8% | -23.7% | -11.6% |
| YTD | -6.4% | +63.1% | -69.6% | -10.9% |
| 1Y | -9.4% | +57.7% | -67.1% | -13.6% |
| 3Y | +64.9% | +154.9% | -90.0% | +47.5% |
| 5Y | +57.0% | +89.3% | -32.3% | +40.6% |
| All | +62.5% | +1,924.1% | -1,861.6% | +17.5% |
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