+2,671.9%
FTNT vs QSR
+206.0%
+2,465.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.5% |
| 7D | +1.7% | -2.4% | +4.1% | +2.7% |
| 30D | -4.3% | +5.7% | -10.0% | -6.6% |
| 3M | +13.6% | +6.9% | +6.7% | +9.9% |
| 6M | +87.6% | +6.9% | +80.7% | +80.7% |
| YTD | +98.0% | +14.9% | +83.1% | +84.7% |
| 1Y | +96.9% | +29.1% | +67.8% | +74.6% |
| 3Y | +145.4% | +26.1% | +119.3% | +115.5% |
| 5Y | +153.0% | +42.3% | +110.7% | +108.8% |
| 10Y | +2,098.3% | +134.0% | +1,964.3% | +1,292.2% |
| All | +2,671.9% | +206.0% | +2,465.9% | +1,501.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling