+1,947.1%
FTNT vs EXC
+201.2%
+1,745.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +5.7% | -1.9% | +7.7% | +6.4% |
| 30D | -32.1% | +7.8% | -39.9% | -34.0% |
| 3M | -19.5% | +1.9% | -21.3% | -20.4% |
| 6M | +13.8% | +3.4% | +10.4% | +11.3% |
| YTD | +63.1% | +7.6% | +55.5% | +56.1% |
| 1Y | +57.7% | +2.1% | +55.6% | +53.9% |
| 3Y | +154.9% | +29.6% | +125.3% | +120.0% |
| 5Y | +89.3% | +39.5% | +49.8% | +57.0% |
| All | +1,947.1% | +201.2% | +1,745.9% | +1,220.8% |
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