+96.9%
FTNT vs URA
+18.3%
+78.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | 0.0% |
| 7D | +1.7% | +5.7% | -4.0% | +1.1% |
| 30D | -4.3% | +5.6% | -9.8% | -4.7% |
| 3M | +13.6% | +6.2% | +7.4% | +12.9% |
| 6M | +87.6% | -8.2% | +95.8% | +86.5% |
| YTD | +98.0% | +9.7% | +88.3% | +87.8% |
| 1Y | +96.9% | +17.0% | +79.9% | +76.3% |
| All | +96.9% | +18.3% | +78.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling