+4,894.9%
FTNT vs URA
-31.1%
+4,926.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -5.8% | +1.1% | -6.9% | -6.2% |
| 30D | -4.8% | +7.4% | -12.2% | -7.1% |
| 3M | +4.4% | -8.4% | +12.8% | +6.6% |
| 6M | +88.8% | -12.7% | +101.5% | +92.5% |
| YTD | +96.8% | +7.8% | +89.0% | +84.2% |
| 1Y | +104.5% | +19.5% | +85.0% | +82.1% |
| 3Y | +156.8% | +116.4% | +40.3% | +77.6% |
| 5Y | +144.1% | +134.3% | +9.8% | +56.5% |
| 10Y | +2,021.8% | +359.3% | +1,662.5% | +879.8% |
| All | +4,894.9% | -31.1% | +4,926.0% | +4,010.1% |
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