+32.1%
FTNT vs EXPD
+20.5%
+11.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.1% |
| 7D | -12.7% | -7.2% | -5.5% | -10.2% |
| 30D | -37.2% | -3.3% | -33.9% | -36.3% |
| 3M | -25.8% | +3.4% | -29.2% | -26.6% |
| 6M | +32.1% | +22.7% | +9.4% | +19.0% |
| All | +32.1% | +20.5% | +11.6% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling