+7,335.0%
FTNT vs EXC
+162.8%
+7,172.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -36.5% | +9.0% | -45.6% | -38.5% |
| 3M | -24.7% | +3.3% | -28.0% | -25.9% |
| 6M | +8.3% | +5.7% | +2.7% | +5.4% |
| YTD | +55.6% | +7.3% | +48.3% | +49.6% |
| 1Y | +50.2% | +2.9% | +47.2% | +46.4% |
| 3Y | +143.2% | +29.3% | +113.8% | +113.9% |
| 5Y | +85.5% | +40.1% | +45.4% | +57.8% |
| 10Y | +1,868.3% | +197.7% | +1,670.6% | +1,194.4% |
| All | +7,335.0% | +162.8% | +7,172.2% | +4,961.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling