+7,554.6%
FTNT vs UL
+245.1%
+7,309.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | +7.1% | +1.1% | +5.9% | +6.6% |
| 30D | -30.9% | +4.5% | -35.4% | -32.2% |
| 3M | -23.1% | +6.5% | -29.6% | -25.2% |
| 6M | +8.1% | +18.2% | -10.1% | +0.2% |
| YTD | +60.2% | +4.7% | +55.5% | +54.4% |
| 1Y | +57.0% | +0.8% | +56.2% | +53.5% |
| 3Y | +152.9% | +35.9% | +117.0% | +110.5% |
| 5Y | +85.9% | +33.4% | +52.5% | +53.0% |
| 10Y | +1,896.5% | +106.9% | +1,789.6% | +1,144.6% |
| All | +7,554.6% | +245.1% | +7,309.5% | +3,409.2% |
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