+1,789.3%
FTNT vs USB
+92.8%
+1,696.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -12.7% | 0.0% | -12.7% | -12.7% |
| 30D | -37.2% | +5.8% | -43.1% | -38.5% |
| 3M | -25.8% | -6.0% | -19.8% | -24.7% |
| 6M | +32.1% | +7.8% | +24.4% | +28.2% |
| YTD | +49.7% | +14.6% | +35.1% | +41.9% |
| 1Y | +47.6% | +31.8% | +15.8% | +33.6% |
| 3Y | +137.2% | +91.5% | +45.7% | +88.8% |
| 5Y | +74.2% | +22.0% | +52.1% | +56.7% |
| All | +1,789.3% | +92.8% | +1,696.5% | +1,488.8% |
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