+199.8%
TER vs FTNT
+104.9%
+94.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | -5.8% | +6.4% | +1.2% |
| 30D | -8.3% | -4.8% | -3.5% | -7.8% |
| 3M | -12.2% | +4.4% | -16.7% | -12.2% |
| 6M | +17.0% | +88.8% | -71.8% | +19.2% |
| YTD | +84.6% | +96.8% | -12.2% | +85.4% |
| 1Y | +199.8% | +104.5% | +95.3% | +197.0% |
| All | +199.8% | +104.9% | +94.9% | +197.0% |
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