+277.2%
TER vs FTNT
+149.8%
+127.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.5% | +4.1% |
| 7D | +11.0% | -2.7% | +13.7% | +11.5% |
| 30D | -1.9% | -1.4% | -0.5% | -1.8% |
| 3M | -0.7% | +10.1% | -10.8% | -2.3% |
| 6M | +36.4% | +88.2% | -51.8% | +21.4% |
| YTD | +92.4% | +98.3% | -5.9% | +68.9% |
| 1Y | +213.5% | +96.0% | +117.6% | +176.3% |
| 3Y | +277.2% | +145.8% | +131.5% | +227.9% |
| All | +277.2% | +149.8% | +127.5% | +227.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling