+1,802.9%
TER vs FTNT
+2,134.8%
-331.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.6% | -3.9% |
| 7D | +9.4% | +1.6% | +7.8% | +8.7% |
| 30D | -2.4% | -1.9% | -0.6% | -2.1% |
| 3M | +6.5% | +14.4% | -7.8% | +0.8% |
| 6M | +23.2% | +88.7% | -65.5% | -6.6% |
| YTD | +91.5% | +100.0% | -8.6% | +41.0% |
| 1Y | +214.8% | +99.9% | +114.9% | +131.9% |
| 3Y | +275.3% | +147.9% | +127.4% | +134.6% |
| 5Y | +211.9% | +155.8% | +56.1% | +76.8% |
| All | +1,802.9% | +2,134.8% | -331.9% | +313.7% |
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 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