+104.5%
FTNT vs EXPE
+40.7%
+63.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.1% |
| 7D | -5.8% | -9.5% | +3.7% | -5.0% |
| 30D | -4.8% | -6.6% | +1.9% | -4.4% |
| 3M | +4.4% | +31.4% | -27.0% | +0.3% |
| 6M | +88.8% | +35.2% | +53.6% | +79.6% |
| YTD | +96.8% | +5.8% | +91.0% | +90.9% |
| 1Y | +104.5% | +38.7% | +65.8% | +91.7% |
| All | +104.5% | +40.7% | +63.8% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling