+152.9%
FTNT vs URI
+153.1%
-0.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +7.1% | +6.7% | +0.3% | +6.1% |
| 30D | -30.9% | +8.9% | -39.7% | -31.8% |
| 3M | -23.1% | +0.5% | -23.6% | -23.4% |
| 6M | +8.1% | +20.7% | -12.6% | +4.4% |
| YTD | +60.2% | +40.0% | +20.2% | +47.7% |
| 1Y | +57.0% | +34.4% | +22.6% | +46.3% |
| 3Y | +152.9% | +149.5% | +3.4% | +99.3% |
| All | +152.9% | +153.1% | -0.2% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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