+1,910.4%
FTNT vs FDX
+156.7%
+1,753.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | -1.0% | -2.1% | +1.1% | -0.3% |
| 30D | -33.6% | +10.4% | -44.0% | -35.8% |
| 3M | -20.9% | +0.5% | -21.3% | -21.2% |
| 6M | +11.0% | +6.5% | +4.5% | +8.0% |
| YTD | +61.3% | +40.2% | +21.1% | +40.8% |
| 1Y | +53.1% | +52.1% | +1.0% | +29.7% |
| 3Y | +152.1% | +72.8% | +79.2% | +94.9% |
| 5Y | +90.1% | +76.3% | +13.8% | +41.7% |
| 10Y | +1,910.4% | +155.7% | +1,754.6% | +1,055.3% |
| All | +1,910.4% | +156.7% | +1,753.6% | +1,055.3% |
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