+94.7%
FTNT vs USAR
+74.0%
+20.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -5.8% | -2.1% | -3.7% | -5.8% |
| 30D | -4.8% | +2.6% | -7.4% | -4.8% |
| 3M | +4.4% | -35.0% | +39.4% | +4.9% |
| 6M | +88.8% | -6.9% | +95.7% | +88.3% |
| YTD | +96.8% | +48.0% | +48.8% | +95.6% |
| 1Y | +104.5% | +24.8% | +79.7% | +104.0% |
| 3Y | +156.8% | +73.2% | +83.5% | +182.5% |
| All | +94.7% | +74.0% | +20.7% | +132.0% |
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