+57.0%
FTNT vs FDX
+51.6%
+5.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.7% |
| 7D | +7.1% | +5.2% | +1.9% | +7.2% |
| 30D | -30.9% | +11.3% | -42.2% | -30.4% |
| 3M | -23.1% | -4.1% | -19.0% | -23.0% |
| 6M | +8.1% | +9.6% | -1.5% | +10.5% |
| YTD | +60.2% | +40.9% | +19.3% | +65.0% |
| 1Y | +57.0% | +53.0% | +4.0% | +62.9% |
| All | +57.0% | +51.6% | +5.4% | +62.9% |
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