+139.8%
FTNT vs QSR
+25.8%
+114.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -0.1% | -4.0% | +3.9% | +0.6% |
| 30D | -3.0% | +2.8% | -5.7% | -3.7% |
| 3M | +7.6% | +5.1% | +2.5% | +6.0% |
| 6M | +87.0% | +8.8% | +78.2% | +82.1% |
| YTD | +96.5% | +14.8% | +81.7% | +88.7% |
| 1Y | +92.9% | +25.7% | +67.2% | +80.6% |
| 3Y | +139.8% | +27.5% | +112.3% | +117.6% |
| All | +139.8% | +25.8% | +114.0% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling