+153.0%
FTNT vs EXPE
+89.3%
+63.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | +1.7% | -11.5% | +13.2% | +4.6% |
| 30D | -4.3% | -13.1% | +8.8% | -1.5% |
| 3M | +13.6% | +18.1% | -4.5% | +7.8% |
| 6M | +87.6% | +13.3% | +74.3% | +78.8% |
| YTD | +98.0% | -3.2% | +101.2% | +94.7% |
| 1Y | +96.9% | +26.1% | +70.8% | +78.4% |
| 3Y | +145.4% | +151.7% | -6.3% | +77.1% |
| 5Y | +153.0% | +88.3% | +64.6% | +99.3% |
| All | +153.0% | +89.3% | +63.7% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling