+9,303.7%
FTNT vs EXPD
+609.5%
+8,694.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -5.8% | -1.1% | -4.7% | -5.3% |
| 30D | -4.8% | +4.1% | -8.9% | -6.7% |
| 3M | +4.4% | +17.9% | -13.5% | -4.3% |
| 6M | +88.8% | +29.2% | +59.5% | +64.0% |
| YTD | +96.8% | +27.4% | +69.5% | +70.6% |
| 1Y | +104.5% | +56.8% | +47.6% | +57.2% |
| 3Y | +156.8% | +68.0% | +88.7% | +84.8% |
| 5Y | +144.1% | +61.9% | +82.2% | +75.7% |
| 10Y | +2,021.8% | +316.0% | +1,705.8% | +783.3% |
| All | +9,303.7% | +609.5% | +8,694.3% | +2,939.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling