+1,828.7%
FTNT vs USB
+94.3%
+1,734.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.5% | +2.3% |
| 7D | -3.0% | +0.8% | -3.7% | -3.2% |
| 30D | -37.1% | +6.8% | -43.9% | -38.5% |
| 3M | -23.3% | -3.8% | -19.5% | -22.7% |
| 6M | +7.4% | +11.7% | -4.4% | +3.1% |
| YTD | +54.2% | +17.5% | +36.7% | +45.2% |
| 1Y | +49.7% | +33.8% | +16.0% | +35.0% |
| 3Y | +146.6% | +104.2% | +42.3% | +92.4% |
| 5Y | +75.4% | +26.4% | +49.0% | +56.2% |
| 10Y | +1,828.7% | +89.2% | +1,739.5% | +1,560.8% |
| All | +1,828.7% | +94.3% | +1,734.4% | +1,560.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling