+155.8%
FTNT vs QS
-75.8%
+231.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +1.6% | -5.0% | +6.5% | +2.2% |
| 30D | -1.9% | -18.3% | +16.4% | +0.6% |
| 3M | +14.4% | -26.0% | +40.4% | +18.1% |
| 6M | +88.7% | -24.0% | +112.7% | +92.1% |
| YTD | +100.0% | -50.3% | +150.3% | +114.0% |
| 1Y | +99.9% | -38.0% | +137.8% | +103.6% |
| 3Y | +147.9% | -24.6% | +172.5% | +116.6% |
| 5Y | +155.8% | -75.4% | +231.2% | +153.3% |
| All | +155.8% | -75.8% | +231.6% | +153.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling