+7.7%
V vs FTNT
+95.5%
-87.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -2.9% | +1.7% | -4.6% | -3.0% |
| 30D | +1.9% | -4.3% | +6.1% | +2.1% |
| 3M | +13.2% | +13.6% | -0.4% | +11.8% |
| 6M | +16.7% | +87.6% | -70.9% | +7.8% |
| YTD | +5.4% | +98.0% | -92.6% | -3.9% |
| 1Y | +7.7% | +96.9% | -89.3% | -2.3% |
| All | +7.7% | +95.5% | -87.9% | -2.3% |
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