+139.3%
FTNT vs URA
+41.0%
+98.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -3.9% |
| 7D | -12.7% | -4.1% | -8.5% | -11.9% |
| 30D | -37.2% | -19.0% | -18.2% | -34.6% |
| 3M | -25.8% | -25.1% | -0.6% | -21.7% |
| 6M | +32.1% | -44.5% | +76.6% | +46.7% |
| YTD | +49.7% | -24.3% | +74.0% | +51.6% |
| 1Y | +47.6% | -28.1% | +75.7% | +51.0% |
| All | +139.3% | +41.0% | +98.3% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling