+137.2%
FTNT vs EXPD
+68.8%
+68.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.4% |
| 7D | -12.7% | -7.2% | -5.5% | -10.9% |
| 30D | -37.2% | -3.3% | -33.9% | -36.7% |
| 3M | -25.8% | +3.4% | -29.2% | -26.5% |
| 6M | +32.1% | +22.7% | +9.4% | +24.9% |
| YTD | +49.7% | +24.5% | +25.1% | +40.2% |
| 1Y | +47.6% | +38.6% | +8.9% | +34.2% |
| 3Y | +137.2% | +71.5% | +65.7% | +96.6% |
| All | +137.2% | +68.8% | +68.4% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling