+7,607.6%
FTNT vs EXR
+2,477.4%
+5,130.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -1.0% | -1.1% | +0.1% | -0.5% |
| 30D | -33.6% | +18.8% | -52.4% | -38.3% |
| 3M | -20.9% | +9.9% | -30.8% | -24.2% |
| 6M | +11.0% | +12.6% | -1.7% | +4.7% |
| YTD | +61.3% | +26.5% | +34.8% | +43.9% |
| 1Y | +53.1% | +24.5% | +28.6% | +37.4% |
| 3Y | +152.1% | +52.4% | +99.6% | +99.2% |
| 5Y | +90.1% | -1.5% | +91.7% | +81.7% |
| 10Y | +1,910.4% | +216.0% | +1,694.4% | +1,029.7% |
| All | +7,607.6% | +2,477.4% | +5,130.2% | +1,494.2% |
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