+2,024.1%
FTNT vs USB
+107.5%
+1,916.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -5.8% | +1.4% | -7.3% | -6.3% |
| 30D | -4.8% | -1.3% | -3.5% | -4.4% |
| 3M | +4.4% | +15.2% | -10.8% | -0.2% |
| 6M | +88.8% | +18.8% | +69.9% | +78.0% |
| YTD | +96.8% | +21.0% | +75.8% | +84.1% |
| 1Y | +104.5% | +34.0% | +70.4% | +84.7% |
| 3Y | +156.8% | +95.3% | +61.4% | +102.8% |
| 5Y | +144.1% | +40.4% | +103.7% | +110.8% |
| All | +2,024.1% | +107.5% | +1,916.6% | +1,490.1% |
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