+64.2%
T vs FTNT
+154.2%
-90.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -3.1% | +1.7% | -4.8% | -3.1% |
| 30D | +4.6% | -4.3% | +8.8% | +4.6% |
| 3M | +12.2% | +13.6% | -1.4% | +11.7% |
| 6M | -6.5% | +87.6% | -94.0% | -8.7% |
| YTD | +4.9% | +98.0% | -93.1% | +2.1% |
| 1Y | -10.5% | +96.9% | -107.4% | -12.9% |
| 3Y | +104.6% | +145.4% | -40.8% | +94.2% |
| 5Y | +64.2% | +153.0% | -88.8% | +49.4% |
| All | +64.2% | +154.2% | -90.0% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling