+51.8%
FTNT vs QS
-71.4%
+123.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +0.2% |
| 7D | -25.7% | +4.5% | -30.2% | -26.0% |
| 30D | -29.7% | -4.1% | -25.6% | -29.5% |
| 3M | -23.1% | -22.1% | -1.0% | -21.2% |
| 6M | +45.0% | -38.4% | +83.4% | +50.4% |
| YTD | +62.9% | -57.5% | +120.4% | +73.8% |
| 1Y | +51.8% | -71.3% | +123.1% | +75.5% |
| All | +51.8% | -71.4% | +123.2% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling