+57.0%
FTNT vs EXC
+3.6%
+53.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -0.9% |
| 7D | +7.1% | +1.4% | +5.7% | +8.0% |
| 30D | -30.9% | +8.6% | -39.4% | -27.2% |
| 3M | -23.1% | +2.4% | -25.5% | -21.1% |
| 6M | +8.1% | +6.5% | +1.6% | +13.0% |
| YTD | +60.2% | +9.0% | +51.2% | +73.9% |
| 1Y | +57.0% | +4.6% | +52.4% | +70.7% |
| All | +57.0% | +3.6% | +53.4% | +70.7% |
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