+99.9%
FTNT vs EXPE
+28.4%
+71.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.9% |
| 7D | +1.6% | -8.7% | +10.3% | +2.4% |
| 30D | -1.9% | -13.6% | +11.8% | -0.8% |
| 3M | +14.4% | +26.6% | -12.3% | +10.1% |
| 6M | +88.7% | +19.9% | +68.7% | +82.1% |
| YTD | +100.0% | -1.7% | +101.7% | +95.2% |
| 1Y | +99.9% | +29.4% | +70.4% | +87.7% |
| All | +99.9% | +28.4% | +71.4% | +87.7% |
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