+145.7%
FTNT vs EXPE
+118.1%
+27.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | -3.5% | -11.2% | +7.7% | -1.7% |
| 30D | -36.5% | -7.5% | -29.1% | -36.1% |
| 3M | -24.7% | -19.1% | -5.7% | -22.6% |
| 6M | +8.3% | +10.7% | -2.4% | +3.7% |
| YTD | +55.6% | -9.9% | +65.5% | +54.1% |
| 1Y | +50.2% | -4.6% | +54.8% | +46.3% |
| All | +145.7% | +118.1% | +27.6% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling