+9,303.7%
FTNT vs QID
-99.9%
+9,403.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | -0.2% |
| 7D | -5.8% | -0.6% | -5.2% | -6.1% |
| 30D | -4.8% | 0.0% | -4.8% | -4.4% |
| 3M | +4.4% | +3.7% | +0.7% | +8.6% |
| 6M | +88.8% | -29.9% | +118.6% | +61.1% |
| YTD | +96.8% | -28.8% | +125.6% | +70.4% |
| 1Y | +104.5% | -37.2% | +141.6% | +67.7% |
| 3Y | +156.8% | -73.7% | +230.5% | +47.5% |
| 5Y | +144.1% | -80.7% | +224.8% | +52.3% |
| 10Y | +2,021.8% | -99.1% | +2,120.9% | +264.1% |
| All | +9,303.7% | -99.9% | +9,403.7% | +421.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling