+2,098.3%
FTNT vs FDX
+173.3%
+1,925.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +1.7% | -2.3% | +4.1% | +2.5% |
| 30D | -4.3% | -4.9% | +0.6% | -2.7% |
| 3M | +13.6% | -6.5% | +20.1% | +15.8% |
| 6M | +87.6% | +6.7% | +80.9% | +81.4% |
| YTD | +98.0% | +33.9% | +64.1% | +76.0% |
| 1Y | +96.9% | +72.2% | +24.7% | +59.6% |
| 3Y | +145.4% | +60.2% | +85.2% | +95.4% |
| 5Y | +153.0% | +62.9% | +90.0% | +93.9% |
| 10Y | +2,098.3% | +178.8% | +1,919.5% | +1,137.9% |
| All | +2,098.3% | +173.3% | +1,925.0% | +1,137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling