+7,694.2%
FTNT vs FDX
+470.5%
+7,223.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.5% |
| 7D | +5.7% | +0.8% | +4.9% | +5.4% |
| 30D | -32.1% | +9.9% | -42.0% | -34.7% |
| 3M | -19.5% | -1.9% | -17.6% | -19.2% |
| 6M | +13.8% | +6.1% | +7.7% | +10.1% |
| YTD | +63.1% | +38.8% | +24.3% | +39.2% |
| 1Y | +57.7% | +50.0% | +7.7% | +30.1% |
| 3Y | +154.9% | +71.0% | +83.9% | +88.8% |
| 5Y | +89.3% | +72.5% | +16.8% | +35.0% |
| 10Y | +1,933.0% | +153.1% | +1,779.8% | +961.6% |
| All | +7,694.2% | +470.5% | +7,223.8% | +2,297.3% |
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 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