+141.6%
FTNT vs UL
+21.6%
+120.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.5% |
| 7D | +1.7% | -3.2% | +5.0% | +1.1% |
| 30D | -4.3% | -0.6% | -3.7% | -4.4% |
| 3M | +13.6% | +9.4% | +4.2% | +15.7% |
| 6M | +87.6% | -4.1% | +91.7% | +89.4% |
| YTD | +98.0% | -2.0% | +100.0% | +100.1% |
| 1Y | +96.9% | -9.0% | +105.9% | +97.8% |
| All | +141.6% | +21.6% | +120.0% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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