+9,303.7%
FTNT vs EXPE
+822.0%
+8,481.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.4% |
| 7D | -5.8% | -9.5% | +3.7% | -3.4% |
| 30D | -4.8% | -6.6% | +1.9% | -3.4% |
| 3M | +4.4% | +31.4% | -27.0% | -3.9% |
| 6M | +88.8% | +35.2% | +53.6% | +70.9% |
| YTD | +96.8% | +5.8% | +91.0% | +89.0% |
| 1Y | +104.5% | +38.7% | +65.8% | +80.4% |
| 3Y | +156.8% | +175.8% | -19.0% | +78.9% |
| 5Y | +144.1% | +111.8% | +32.2% | +76.7% |
| 10Y | +2,021.8% | +179.7% | +1,842.1% | +1,162.3% |
| All | +9,303.7% | +822.0% | +8,481.7% | +3,150.9% |
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