+509.6%
FTNT vs QS
-43.2%
+552.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.6% |
| 7D | -2.7% | +2.2% | -4.9% | -2.9% |
| 30D | -1.4% | -8.1% | +6.7% | -0.8% |
| 3M | +10.1% | -27.0% | +37.1% | +12.2% |
| 6M | +88.2% | -16.4% | +104.6% | +89.0% |
| YTD | +98.3% | -46.4% | +144.7% | +105.0% |
| 1Y | +96.0% | -41.1% | +137.1% | +99.4% |
| 3Y | +145.8% | -18.6% | +164.4% | +131.4% |
| 5Y | +154.6% | -73.0% | +227.7% | +147.4% |
| All | +509.6% | -43.2% | +552.8% | +584.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling