+9,303.7%
FTNT vs FDX
+474.0%
+8,829.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | -5.8% | -2.5% | -3.3% | -4.9% |
| 30D | -4.8% | +3.8% | -8.6% | -6.2% |
| 3M | +4.4% | -1.3% | +5.7% | +4.6% |
| 6M | +88.8% | +5.0% | +83.8% | +82.4% |
| YTD | +96.8% | +39.6% | +57.2% | +68.1% |
| 1Y | +104.5% | +81.1% | +23.3% | +56.0% |
| 3Y | +156.8% | +63.0% | +93.7% | +94.7% |
| 5Y | +144.1% | +65.6% | +78.5% | +77.5% |
| 10Y | +2,021.8% | +183.4% | +1,838.4% | +940.7% |
| All | +9,303.7% | +474.0% | +8,829.8% | +2,795.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling