+146.6%
FTNT vs EXC
+28.9%
+117.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -3.0% | -1.7% | -1.2% | -3.3% |
| 30D | -37.1% | +9.3% | -46.4% | -35.9% |
| 3M | -23.3% | +1.0% | -24.3% | -22.7% |
| 6M | +7.4% | +5.9% | +1.4% | +8.7% |
| YTD | +54.2% | +7.6% | +46.6% | +56.7% |
| 1Y | +49.7% | +2.4% | +47.3% | +52.0% |
| 3Y | +146.6% | +30.2% | +116.3% | +143.2% |
| All | +146.6% | +28.9% | +117.7% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling