+50.3%
TER vs FTNT
+55.7%
-5.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.6% | +7.7% |
| 7D | +5.9% | -1.0% | +6.9% | +6.1% |
| 30D | -30.8% | -33.6% | +2.8% | -28.8% |
| 3M | -29.9% | -20.9% | -9.1% | -27.4% |
| 6M | -27.5% | +11.0% | -38.4% | -21.9% |
| YTD | +37.5% | +61.3% | -23.8% | +52.7% |
| 1Y | +50.3% | +53.1% | -2.9% | +72.9% |
| All | +50.3% | +55.7% | -5.4% | +72.9% |
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