+104.5%
FTNT vs DE
+49.4%
+55.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | -0.1% |
| 7D | -5.8% | +10.0% | -15.9% | -5.2% |
| 30D | -4.8% | +13.3% | -18.1% | -3.9% |
| 3M | +4.4% | +17.5% | -13.1% | +5.7% |
| 6M | +88.8% | +13.6% | +75.2% | +91.2% |
| YTD | +96.8% | +49.8% | +47.0% | +101.9% |
| 1Y | +104.5% | +47.9% | +56.6% | +113.8% |
| All | +104.5% | +49.4% | +55.1% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling