+1,910.4%
FTNT vs USB
+83.8%
+1,826.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +7.1% | +2.6% | +4.5% | +6.2% |
| 30D | -30.9% | +8.4% | -39.3% | -32.7% |
| 3M | -23.1% | -5.5% | -17.6% | -22.0% |
| 6M | +8.1% | +17.7% | -9.6% | +2.2% |
| YTD | +60.2% | +17.6% | +42.6% | +50.7% |
| 1Y | +57.0% | +33.9% | +23.1% | +41.5% |
| 3Y | +152.9% | +103.8% | +49.1% | +97.4% |
| 5Y | +85.9% | +25.6% | +60.3% | +65.8% |
| All | +1,910.4% | +83.8% | +1,826.6% | +1,553.4% |
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