+90.1%
FTNT vs U
-72.4%
+162.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.0% | +3.9% |
| 7D | -1.0% | +16.9% | -17.9% | -4.5% |
| 30D | -33.6% | +6.4% | -40.0% | -34.8% |
| 3M | -20.9% | +13.2% | -34.0% | -23.4% |
| 6M | +11.0% | +84.8% | -73.8% | -3.5% |
| YTD | +61.3% | +12.4% | +48.9% | +50.6% |
| 1Y | +53.1% | +19.8% | +33.3% | +40.5% |
| 3Y | +152.1% | +83.8% | +68.2% | +92.9% |
| 5Y | +90.1% | -72.7% | +162.9% | +162.3% |
| All | +90.1% | -72.4% | +162.5% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling