+36.2%
FTNT vs USB
+9.6%
+26.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -5.8% |
| 7D | -11.9% | -1.5% | -10.5% | -12.1% |
| 30D | -35.9% | +4.3% | -40.2% | -35.4% |
| 3M | -25.4% | -6.1% | -19.3% | -24.6% |
| 6M | +36.2% | +9.4% | +26.8% | +43.4% |
| All | +36.2% | +9.6% | +26.7% | +43.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling