+3,994.0%
FTNT vs URA
-49.7%
+4,043.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.2% |
| 7D | -1.0% | +2.9% | -3.9% | -2.0% |
| 30D | -33.6% | -10.8% | -22.8% | -31.1% |
| 3M | -20.9% | -25.5% | +4.7% | -13.5% |
| 6M | +11.0% | -41.2% | +52.2% | +29.6% |
| YTD | +61.3% | -21.3% | +82.6% | +66.3% |
| 1Y | +53.1% | -25.7% | +78.8% | +60.3% |
| 3Y | +152.1% | +43.1% | +109.0% | +99.9% |
| 5Y | +90.1% | +35.6% | +54.5% | +47.9% |
| 10Y | +1,910.4% | +281.3% | +1,629.1% | +878.4% |
| All | +3,994.0% | -49.7% | +4,043.6% | +3,609.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling