+92.9%
FTNT vs USAR
+13.1%
+79.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.6% |
| 7D | -0.1% | -11.6% | +11.5% | +0.5% |
| 30D | -3.0% | -15.5% | +12.5% | -2.1% |
| 3M | +7.6% | -31.0% | +38.6% | +9.2% |
| 6M | +87.0% | -26.2% | +113.2% | +87.1% |
| YTD | +96.5% | +30.8% | +65.8% | +90.4% |
| 1Y | +92.9% | +7.1% | +85.9% | +93.8% |
| All | +92.9% | +13.1% | +79.9% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling