+9,374.7%
FTNT vs UL
+228.6%
+9,146.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | -1.4% | +0.9% | -2.3% | -1.8% |
| 3M | +10.1% | +14.2% | -4.1% | +3.9% |
| 6M | +88.2% | -3.2% | +91.4% | +88.4% |
| YTD | +98.3% | -0.3% | +98.6% | +95.4% |
| 1Y | +96.0% | -8.8% | +104.7% | +99.8% |
| 3Y | +145.8% | +23.9% | +121.9% | +113.3% |
| 5Y | +154.6% | +21.4% | +133.3% | +118.9% |
| 10Y | +2,063.6% | +66.7% | +1,997.0% | +1,416.0% |
| All | +9,374.7% | +228.6% | +9,146.2% | +4,340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling