+58.5%
FTNT vs USAR
-19.4%
+77.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | +7.1% | -0.8% | +7.8% | +7.1% |
| 30D | -30.9% | -20.9% | -9.9% | -30.6% |
| 3M | -23.1% | -56.2% | +33.1% | -21.9% |
| 6M | +8.1% | -67.9% | +76.0% | +10.1% |
| YTD | +60.2% | -31.4% | +91.6% | +61.6% |
| 1Y | +57.0% | -45.1% | +102.1% | +58.6% |
| 3Y | +152.9% | -20.3% | +173.2% | +177.0% |
| All | +58.5% | -19.4% | +77.8% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling