+97.8%
FTNT vs FDX
+72.3%
+25.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.1% |
| 7D | +1.7% | -2.3% | +4.1% | +1.8% |
| 30D | -4.3% | -4.9% | +0.6% | -4.2% |
| 3M | +13.6% | -6.5% | +20.1% | +13.6% |
| 6M | +87.6% | +6.7% | +80.9% | +86.6% |
| YTD | +98.0% | +33.9% | +64.1% | +88.9% |
| All | +97.8% | +72.3% | +25.6% | +71.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling