+392.3%
FTNT vs EXE
+188.3%
+204.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | +1.6% | -2.2% | +3.8% | +2.0% |
| 30D | -1.9% | -0.8% | -1.1% | -1.7% |
| 3M | +14.4% | +10.0% | +4.3% | +12.0% |
| 6M | +88.7% | -6.3% | +95.0% | +90.4% |
| YTD | +100.0% | -10.7% | +110.7% | +103.3% |
| 1Y | +99.9% | +2.7% | +97.2% | +96.4% |
| 3Y | +147.9% | +19.1% | +128.8% | +135.3% |
| 5Y | +155.8% | +105.4% | +50.4% | +125.9% |
| All | +392.3% | +188.3% | +204.1% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling