-9.8%
T vs FTNT
+59.0%
-68.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | +1.6% | +5.7% | -4.1% | +2.2% |
| 30D | -2.9% | -32.1% | +29.2% | -6.0% |
| 3M | -7.5% | -19.5% | +12.0% | -9.2% |
| 6M | -9.9% | +13.8% | -23.7% | -9.3% |
| YTD | -6.4% | +63.1% | -69.6% | -3.3% |
| All | -9.8% | +59.0% | -68.8% | -6.9% |
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 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