+144.5%
FTNT vs USB
+90.4%
+54.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -4.7% |
| 7D | -11.9% | -1.5% | -10.5% | -11.6% |
| 30D | -35.9% | +4.3% | -40.2% | -36.9% |
| 3M | -25.4% | -6.1% | -19.3% | -24.1% |
| 6M | +36.2% | +9.4% | +26.8% | +31.4% |
| YTD | +54.3% | +15.2% | +39.1% | +45.3% |
| 1Y | +42.5% | +32.8% | +9.7% | +26.6% |
| All | +144.5% | +90.4% | +54.1% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling