+51.8%
FTNT vs DE
+49.6%
+2.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +1.2% |
| 7D | -25.7% | +5.6% | -31.3% | -25.1% |
| 30D | -29.7% | -0.8% | -28.9% | -29.4% |
| 3M | -23.1% | +9.8% | -33.0% | -22.2% |
| 6M | +45.0% | +17.5% | +27.4% | +47.1% |
| YTD | +62.9% | +46.5% | +16.5% | +67.3% |
| 1Y | +51.8% | +46.1% | +5.7% | +56.0% |
| All | +51.8% | +49.6% | +2.2% | +56.0% |
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