+154.6%
FTNT vs U
-68.4%
+223.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | +0.2% |
| 7D | -2.7% | +4.5% | -7.2% | -3.6% |
| 30D | -1.4% | -0.6% | -0.8% | -1.3% |
| 3M | +10.1% | +48.4% | -38.3% | +0.8% |
| 6M | +88.2% | +115.4% | -27.2% | +58.4% |
| YTD | +98.3% | -3.2% | +101.5% | +92.1% |
| 1Y | +96.0% | -6.0% | +102.0% | +88.7% |
| 3Y | +145.8% | +13.5% | +132.3% | +110.9% |
| 5Y | +154.6% | -68.0% | +222.6% | +199.8% |
| All | +154.6% | -68.4% | +223.0% | +199.8% |
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