+2,072.5%
FTNT vs QID
-99.2%
+2,171.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -2.7% |
| 7D | -0.1% | +1.3% | -1.4% | +0.5% |
| 30D | -3.0% | +2.9% | -5.9% | -1.2% |
| 3M | +7.6% | -0.7% | +8.3% | +8.7% |
| 6M | +87.0% | -29.7% | +116.6% | +60.3% |
| YTD | +96.5% | -27.9% | +124.4% | +72.0% |
| 1Y | +92.9% | -34.6% | +127.5% | +62.4% |
| 3Y | +139.8% | -73.5% | +213.4% | +39.9% |
| 5Y | +151.3% | -81.0% | +232.3% | +57.3% |
| All | +2,072.5% | -99.2% | +2,171.6% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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