+51.8%
FTNT vs QSR
+23.8%
+28.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +1.0% |
| 7D | -25.7% | +5.2% | -30.9% | -25.6% |
| 30D | -29.7% | +12.2% | -41.9% | -29.7% |
| 3M | -23.1% | +7.0% | -30.2% | -23.3% |
| 6M | +45.0% | -0.3% | +45.3% | +46.7% |
| YTD | +62.9% | +18.0% | +44.9% | +59.2% |
| 1Y | +51.8% | +22.6% | +29.2% | +52.5% |
| All | +51.8% | +23.8% | +28.0% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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