+228.2%
TER vs FTNT
+154.2%
+73.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +12.4% | +1.7% | +10.6% | +11.8% |
| 30D | +5.1% | -4.3% | +9.4% | +6.2% |
| 3M | +4.0% | +13.6% | -9.6% | -0.3% |
| 6M | +29.5% | +87.6% | -58.1% | +3.9% |
| YTD | +98.5% | +98.0% | +0.5% | +55.6% |
| 1Y | +234.1% | +96.9% | +137.2% | +162.5% |
| 3Y | +289.0% | +145.4% | +143.6% | +166.3% |
| 5Y | +228.2% | +153.0% | +75.2% | +96.7% |
| All | +228.2% | +154.2% | +73.9% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling