+7,685.2%
FTNT vs USB
+332.3%
+7,352.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.3% |
| 7D | -25.7% | +2.4% | -28.1% | -26.5% |
| 30D | -29.7% | +6.6% | -36.3% | -31.6% |
| 3M | -23.1% | -4.1% | -19.0% | -22.3% |
| 6M | +45.0% | +12.5% | +32.5% | +37.5% |
| YTD | +62.9% | +17.6% | +45.3% | +51.2% |
| 1Y | +51.8% | +36.5% | +15.3% | +32.8% |
| 3Y | +156.3% | +95.4% | +60.9% | +92.0% |
| 5Y | +91.2% | +26.1% | +65.0% | +65.7% |
| 10Y | +1,995.0% | +101.3% | +1,893.8% | +1,247.0% |
| All | +7,685.2% | +332.3% | +7,352.9% | +3,372.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling