+566.3%
FTNT vs U
-44.5%
+610.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -5.8% | -3.8% | -2.0% | -5.1% |
| 30D | -4.8% | +17.5% | -22.2% | -8.2% |
| 3M | +4.4% | +38.7% | -34.3% | -3.0% |
| 6M | +88.8% | +104.4% | -15.6% | +60.7% |
| YTD | +96.8% | -5.7% | +102.5% | +91.6% |
| 1Y | +104.5% | +3.7% | +100.8% | +92.6% |
| 3Y | +156.8% | +12.3% | +144.4% | +120.3% |
| 5Y | +144.1% | -68.8% | +212.9% | +160.5% |
| All | +566.3% | -44.5% | +610.8% | +555.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling