+2,072.5%
FTNT vs QSR
+135.2%
+1,937.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -0.1% | -4.0% | +3.9% | +1.4% |
| 30D | -3.0% | +2.8% | -5.7% | -4.3% |
| 3M | +7.6% | +5.1% | +2.5% | +4.8% |
| 6M | +87.0% | +8.8% | +78.2% | +78.8% |
| YTD | +96.5% | +14.8% | +81.7% | +83.4% |
| 1Y | +92.9% | +25.7% | +67.2% | +72.8% |
| 3Y | +139.8% | +27.5% | +112.3% | +109.3% |
| 5Y | +151.3% | +41.3% | +110.1% | +107.0% |
| All | +2,072.5% | +135.2% | +1,937.3% | +1,318.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling