+181.5%
TER vs FTNT
+147.1%
+34.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -8.9% | -3.5% | -5.3% | -8.1% |
| 30D | -39.1% | -36.5% | -2.5% | -34.0% |
| 3M | -32.8% | -24.7% | -8.0% | -29.3% |
| 6M | -31.7% | +8.3% | -40.1% | -32.3% |
| YTD | +26.9% | +55.6% | -28.7% | +16.4% |
| 1Y | +33.6% | +50.2% | -16.6% | +23.6% |
| 3Y | +181.5% | +143.2% | +38.4% | +116.5% |
| All | +181.5% | +147.1% | +34.4% | +116.5% |
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