+153.0%
FTNT vs EXC
+46.0%
+107.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | -4.3% | -0.9% | -3.4% | -4.2% |
| 3M | +13.6% | -2.7% | +16.3% | +13.9% |
| 6M | +87.6% | -9.4% | +97.0% | +91.1% |
| YTD | +98.0% | +3.0% | +95.0% | +94.5% |
| 1Y | +96.9% | +5.1% | +91.8% | +91.8% |
| 3Y | +145.4% | +20.6% | +124.8% | +122.9% |
| 5Y | +153.0% | +45.7% | +107.3% | +106.8% |
| All | +153.0% | +46.0% | +107.0% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling