+59.6%
FTNT vs USAR
-18.3%
+77.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +3.6% |
| 7D | -1.0% | +0.8% | -1.8% | -1.0% |
| 30D | -33.6% | -30.1% | -3.5% | -33.1% |
| 3M | -20.9% | -56.3% | +35.4% | -19.7% |
| 6M | +11.0% | -68.6% | +79.5% | +13.0% |
| YTD | +61.3% | -30.5% | +91.9% | +62.6% |
| 1Y | +53.1% | -53.5% | +106.6% | +54.6% |
| 3Y | +152.1% | -19.3% | +171.4% | +176.0% |
| All | +59.6% | -18.3% | +77.9% | +92.9% |
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