+162.8%
FTNT vs UL
+18.7%
+144.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -0.1% | -3.4% | +3.3% | +0.2% |
| 30D | -3.0% | +0.5% | -3.5% | -3.1% |
| 3M | +7.6% | +7.2% | +0.4% | +6.5% |
| 6M | +87.0% | -3.1% | +90.0% | +88.2% |
| YTD | +96.5% | -2.7% | +99.3% | +97.2% |
| 1Y | +92.9% | -10.2% | +103.2% | +96.7% |
| 3Y | +139.8% | +20.3% | +119.6% | +121.8% |
| All | +162.8% | +18.7% | +144.1% | +131.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling