+2,111.2%
FTNT vs EXC
+159.4%
+1,951.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +1.6% | -1.6% | +3.2% | +2.1% |
| 30D | -1.9% | -2.4% | +0.5% | -1.2% |
| 3M | +14.4% | -4.0% | +18.3% | +15.5% |
| 6M | +88.7% | -9.8% | +98.4% | +94.2% |
| YTD | +100.0% | +2.3% | +97.7% | +95.7% |
| 1Y | +99.9% | +3.8% | +96.0% | +93.9% |
| 3Y | +147.9% | +19.7% | +128.2% | +121.8% |
| 5Y | +155.8% | +45.6% | +110.2% | +108.8% |
| All | +2,111.2% | +159.4% | +1,951.8% | +1,456.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling