+96.9%
FTNT vs EXR
-2.8%
+99.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.5% |
| 7D | +1.7% | -3.1% | +4.8% | +1.3% |
| 30D | -4.3% | -7.5% | +3.3% | -5.2% |
| 3M | +13.6% | -7.5% | +21.1% | +12.5% |
| 6M | +87.6% | -5.2% | +92.8% | +85.0% |
| YTD | +98.0% | +6.5% | +91.5% | +93.9% |
| 1Y | +96.9% | -2.0% | +98.9% | +93.7% |
| All | +96.9% | -2.8% | +99.8% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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