+9,303.7%
FTNT vs EXR
+2,128.1%
+7,175.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -5.8% | -2.6% | -3.3% | -4.9% |
| 30D | -4.8% | -7.2% | +2.4% | -2.0% |
| 3M | +4.4% | -3.5% | +7.9% | +5.5% |
| 6M | +88.8% | -5.3% | +94.1% | +91.2% |
| YTD | +96.8% | +9.4% | +87.5% | +87.0% |
| 1Y | +104.5% | +1.3% | +103.1% | +99.9% |
| 3Y | +156.8% | +22.4% | +134.3% | +122.4% |
| 5Y | +144.1% | -12.2% | +156.3% | +145.1% |
| 10Y | +2,021.8% | +148.6% | +1,873.2% | +1,222.1% |
| All | +9,303.7% | +2,128.1% | +7,175.7% | +1,971.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling