+2,063.6%
FTNT vs EXPD
+308.0%
+1,755.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.3% |
| 30D | -1.4% | +4.1% | -5.4% | -3.3% |
| 3M | +10.1% | +13.8% | -3.7% | +3.0% |
| 6M | +88.2% | +27.3% | +60.9% | +65.5% |
| YTD | +98.3% | +25.4% | +72.9% | +74.0% |
| 1Y | +96.0% | +54.4% | +41.6% | +52.8% |
| 3Y | +145.8% | +67.9% | +77.9% | +77.3% |
| 5Y | +154.6% | +59.2% | +95.5% | +84.7% |
| 10Y | +2,063.6% | +308.6% | +1,755.1% | +858.1% |
| All | +2,063.6% | +308.0% | +1,755.6% | +858.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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