+92.9%
FTNT vs EXC
+3.5%
+89.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -2.0% |
| 7D | -0.1% | -1.1% | +1.0% | -0.6% |
| 30D | -3.0% | -3.6% | +0.7% | -4.3% |
| 3M | +7.6% | -4.3% | +11.9% | +6.0% |
| 6M | +87.0% | -9.9% | +96.9% | +83.0% |
| YTD | +96.5% | +1.8% | +94.8% | +101.0% |
| 1Y | +92.9% | +2.9% | +90.1% | +97.3% |
| All | +92.9% | +3.5% | +89.5% | +97.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling