+137.2%
FTNT vs USB
+89.5%
+47.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -12.7% | 0.0% | -12.7% | -12.7% |
| 30D | -37.2% | +5.8% | -43.1% | -38.4% |
| 3M | -25.8% | -6.0% | -19.8% | -24.5% |
| 6M | +32.1% | +7.8% | +24.4% | +28.1% |
| YTD | +49.7% | +14.6% | +35.1% | +41.1% |
| 1Y | +47.6% | +31.8% | +15.8% | +31.5% |
| 3Y | +137.2% | +91.5% | +45.7% | +91.9% |
| All | +137.2% | +89.5% | +47.7% | +91.9% |
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