+154.6%
FTNT vs URA
+131.0%
+23.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.4% | -0.1% |
| 7D | -2.7% | +8.1% | -10.8% | -4.7% |
| 30D | -1.4% | +5.8% | -7.1% | -2.9% |
| 3M | +10.1% | +3.4% | +6.6% | +8.6% |
| 6M | +88.2% | -2.6% | +90.8% | +85.6% |
| YTD | +98.3% | +11.2% | +87.1% | +84.7% |
| 1Y | +96.0% | +19.8% | +76.1% | +75.6% |
| 3Y | +145.8% | +121.5% | +24.3% | +70.3% |
| 5Y | +154.6% | +134.5% | +20.2% | +67.4% |
| All | +154.6% | +131.0% | +23.6% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling