+52.5%
V vs FTNT
+149.8%
-97.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -1.1% | -2.7% | +1.6% | -0.8% |
| 30D | +1.9% | -1.4% | +3.2% | +1.9% |
| 3M | +15.5% | +10.1% | +5.4% | +13.8% |
| 6M | +16.6% | +88.2% | -71.6% | +6.2% |
| YTD | +5.7% | +98.3% | -92.6% | -4.5% |
| 1Y | +8.6% | +96.0% | -87.4% | -2.0% |
| 3Y | +52.5% | +145.8% | -93.3% | +38.1% |
| All | +52.5% | +149.8% | -97.2% | +38.1% |
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