+152.4%
FTNT vs URI
+113.1%
+39.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.3% |
| 7D | -5.8% | -2.0% | -3.9% | -5.6% |
| 30D | -4.8% | -12.9% | +8.2% | -3.1% |
| 3M | +4.4% | -6.7% | +11.2% | +5.1% |
| 6M | +88.8% | +19.0% | +69.8% | +81.6% |
| YTD | +96.8% | +25.5% | +71.3% | +85.3% |
| 1Y | +104.5% | +5.5% | +98.9% | +100.9% |
| All | +152.4% | +113.1% | +39.3% | +116.9% |
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