+3,066.4%
TER vs FTNT
+7,520.0%
-4,453.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +24.0% | +5.7% | +18.2% | +21.7% |
| 30D | -30.6% | -32.1% | +1.4% | -21.0% |
| 3M | -34.5% | -19.5% | -15.0% | -30.4% |
| 6M | -26.4% | +13.8% | -40.1% | -30.9% |
| YTD | +36.4% | +63.1% | -26.7% | +9.9% |
| 1Y | +47.4% | +57.7% | -10.3% | +20.2% |
| 3Y | +202.6% | +154.9% | +47.7% | +95.6% |
| 5Y | +83.9% | +89.3% | -5.4% | +25.4% |
| 10Y | +1,068.0% | +1,933.0% | -865.0% | +244.6% |
| All | +3,066.4% | +7,520.0% | -4,453.6% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling