+7,607.6%
FTNT vs EXPE
+703.7%
+6,903.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.1% |
| 7D | -1.0% | -17.8% | +16.8% | +4.0% |
| 30D | -33.6% | -3.2% | -30.4% | -33.7% |
| 3M | -20.9% | -19.0% | -1.9% | -17.7% |
| 6M | +11.0% | +17.7% | -6.8% | +3.7% |
| YTD | +61.3% | -7.8% | +69.1% | +58.6% |
| 1Y | +53.1% | -1.4% | +54.5% | +47.4% |
| 3Y | +152.1% | +121.9% | +30.1% | +86.6% |
| 5Y | +90.1% | +44.3% | +45.9% | +51.8% |
| 10Y | +1,910.4% | +125.4% | +1,785.0% | +1,156.0% |
| All | +7,607.6% | +703.7% | +6,903.9% | +2,628.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling