+155.8%
FTNT vs QID
-80.2%
+236.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +2.2% |
| 7D | +1.6% | +2.7% | -1.2% | +3.0% |
| 30D | -1.9% | +3.3% | -5.2% | +0.1% |
| 3M | +14.4% | -5.5% | +19.9% | +12.9% |
| 6M | +88.7% | -28.4% | +117.1% | +63.5% |
| YTD | +100.0% | -26.6% | +126.6% | +76.9% |
| 1Y | +99.9% | -34.1% | +134.0% | +69.0% |
| 3Y | +147.9% | -73.7% | +221.6% | +41.8% |
| 5Y | +155.8% | -80.7% | +236.5% | +73.1% |
| All | +155.8% | -80.2% | +236.0% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling