+153.0%
FTNT vs EXE
+100.7%
+52.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +1.7% | -2.7% | +4.5% | +2.3% |
| 30D | -4.3% | -0.4% | -3.9% | -4.2% |
| 3M | +13.6% | +9.5% | +4.1% | +11.3% |
| 6M | +87.6% | -9.3% | +96.9% | +90.7% |
| YTD | +98.0% | -10.9% | +108.9% | +101.5% |
| 1Y | +96.9% | +4.3% | +92.6% | +92.6% |
| 3Y | +145.4% | +18.8% | +126.6% | +132.3% |
| 5Y | +153.0% | +101.4% | +51.6% | +125.1% |
| All | +153.0% | +100.7% | +52.3% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling