+154.7%
FTNT vs U
+87.9%
+66.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.0% | +3.8% |
| 7D | -1.0% | +16.9% | -17.9% | -3.2% |
| 30D | -33.6% | +6.4% | -40.0% | -34.3% |
| 3M | -20.9% | +13.2% | -34.0% | -22.5% |
| 6M | +11.0% | +84.8% | -73.8% | +1.6% |
| YTD | +61.3% | +12.4% | +48.9% | +54.5% |
| 1Y | +53.1% | +19.8% | +33.3% | +45.0% |
| All | +154.7% | +87.9% | +66.7% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling