+1,868.3%
FTNT vs EXC
+183.9%
+1,684.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -36.5% | +9.0% | -45.6% | -38.6% |
| 3M | -24.7% | +3.3% | -28.0% | -26.0% |
| 6M | +8.3% | +5.7% | +2.7% | +5.1% |
| YTD | +55.6% | +7.3% | +48.3% | +49.1% |
| 1Y | +50.2% | +2.9% | +47.2% | +46.0% |
| 3Y | +143.2% | +29.3% | +113.8% | +110.1% |
| 5Y | +85.5% | +40.1% | +45.4% | +53.6% |
| 10Y | +1,868.3% | +197.7% | +1,670.6% | +1,202.3% |
| All | +1,868.3% | +183.9% | +1,684.4% | +1,202.3% |
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