+96.2%
FTNT vs USAR
+74.5%
+21.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -2.7% | +2.3% | -5.0% | -2.8% |
| 30D | -1.4% | -8.6% | +7.3% | -1.2% |
| 3M | +10.1% | -20.5% | +30.6% | +10.3% |
| 6M | +88.2% | +1.2% | +87.0% | +87.5% |
| YTD | +98.3% | +48.4% | +49.9% | +97.1% |
| 1Y | +96.0% | +30.6% | +65.3% | +95.5% |
| 3Y | +145.8% | +73.6% | +72.1% | +170.2% |
| All | +96.2% | +74.5% | +21.6% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling