+70.3%
T vs FTNT
+2,095.7%
-2,025.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.7% | +2.1% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | +7.5% | -3.0% | +10.4% | +7.6% |
| 3M | +14.8% | +7.6% | +7.2% | +14.0% |
| 6M | -1.7% | +87.0% | -88.7% | -6.6% |
| YTD | +8.7% | +96.5% | -87.8% | +2.8% |
| 1Y | -7.5% | +92.9% | -100.4% | -12.4% |
| 3Y | +110.2% | +139.8% | -29.6% | +91.7% |
| 5Y | +71.6% | +151.3% | -79.7% | +50.9% |
| All | +70.3% | +2,095.7% | -2,025.4% | +21.9% |
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