+570.3%
FTNT vs U
-43.3%
+613.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.7% | +4.4% | -2.6% | +0.9% |
| 30D | -4.3% | -1.3% | -3.0% | -4.1% |
| 3M | +13.6% | +49.6% | -36.0% | +3.9% |
| 6M | +87.6% | +100.2% | -12.6% | +60.5% |
| YTD | +98.0% | -3.7% | +101.7% | +92.0% |
| 1Y | +96.9% | -6.5% | +103.4% | +89.8% |
| 3Y | +145.4% | +12.9% | +132.5% | +110.6% |
| 5Y | +153.0% | -68.3% | +221.3% | +169.1% |
| All | +570.3% | -43.3% | +613.6% | +556.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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