+270.0%
T vs FTNT
+7,383.5%
-7,113.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +2.5% | +7.1% | -4.5% | +2.1% |
| 30D | -3.8% | -30.9% | +27.1% | -1.6% |
| 3M | -8.7% | -23.1% | +14.4% | -7.6% |
| 6M | -8.1% | +8.1% | -16.2% | -9.5% |
| YTD | -6.4% | +60.2% | -66.7% | -10.9% |
| 1Y | -9.8% | +57.0% | -66.8% | -14.0% |
| 3Y | +65.5% | +152.9% | -87.4% | +48.9% |
| 5Y | +57.0% | +85.9% | -28.9% | +41.8% |
| 10Y | +60.8% | +1,896.5% | -1,835.7% | +14.6% |
| All | +270.0% | +7,383.5% | -7,113.5% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling