+514.9%
FTNT vs QS
-47.4%
+562.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +1.6% | -5.0% | +6.5% | +1.9% |
| 30D | -1.9% | -18.3% | +16.4% | -0.5% |
| 3M | +14.4% | -26.0% | +40.4% | +16.5% |
| 6M | +88.7% | -24.0% | +112.7% | +90.8% |
| YTD | +100.0% | -50.3% | +150.3% | +107.9% |
| 1Y | +99.9% | -38.0% | +137.8% | +102.7% |
| 3Y | +147.9% | -24.6% | +172.5% | +134.6% |
| 5Y | +155.8% | -75.4% | +231.2% | +149.9% |
| All | +514.9% | -47.4% | +562.3% | +593.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling