+7,694.2%
FTNT vs EXC
+163.3%
+7,530.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +5.7% | -1.9% | +7.7% | +6.4% |
| 30D | -32.1% | +7.8% | -39.9% | -33.9% |
| 3M | -19.5% | +1.9% | -21.3% | -20.3% |
| 6M | +13.8% | +3.4% | +10.4% | +11.5% |
| YTD | +63.1% | +7.6% | +55.5% | +56.8% |
| 1Y | +57.7% | +2.1% | +55.6% | +54.2% |
| 3Y | +154.9% | +29.6% | +125.3% | +124.1% |
| 5Y | +89.3% | +39.5% | +49.8% | +61.3% |
| 10Y | +1,933.0% | +200.2% | +1,732.8% | +1,233.8% |
| All | +7,694.2% | +163.3% | +7,530.9% | +5,202.9% |
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