+162.8%
FTNT vs DE
+97.2%
+65.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -0.1% | -2.6% | +2.4% | +0.4% |
| 30D | -3.0% | +9.0% | -12.0% | -5.1% |
| 3M | +7.6% | +19.1% | -11.6% | +2.7% |
| 6M | +87.0% | +14.4% | +72.6% | +79.3% |
| YTD | +96.5% | +45.9% | +50.6% | +74.6% |
| 1Y | +92.9% | +43.6% | +49.3% | +71.9% |
| 3Y | +139.8% | +75.9% | +64.0% | +98.2% |
| All | +162.8% | +97.2% | +65.6% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling