+139.8%
FTNT vs QS
-24.6%
+164.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.9% |
| 7D | -0.1% | -3.6% | +3.5% | +0.1% |
| 30D | -3.0% | -17.2% | +14.3% | -2.0% |
| 3M | +7.6% | -27.0% | +34.6% | +9.2% |
| 6M | +87.0% | -24.6% | +111.5% | +88.6% |
| YTD | +96.5% | -49.3% | +145.9% | +102.0% |
| 1Y | +92.9% | -40.3% | +133.3% | +96.3% |
| 3Y | +139.8% | -23.8% | +163.7% | +140.7% |
| All | +139.8% | -24.6% | +164.4% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling