+143.9%
FTNT vs EXC
+20.2%
+123.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | -0.2% |
| 7D | -5.8% | +0.3% | -6.1% | -5.8% |
| 30D | -4.8% | -3.7% | -1.1% | -5.1% |
| 3M | +4.4% | -1.3% | +5.7% | +4.3% |
| 6M | +88.8% | -9.7% | +98.5% | +88.0% |
| YTD | +96.8% | +2.9% | +93.9% | +97.2% |
| 1Y | +104.5% | +4.4% | +100.1% | +104.7% |
| All | +143.9% | +20.2% | +123.7% | +138.1% |
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