+87.6%
FTNT vs DE
+16.1%
+71.5%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.3% |
| 7D | +1.7% | -3.0% | +4.8% | +1.2% |
| 30D | -4.3% | +11.1% | -15.4% | -2.7% |
| 3M | +13.6% | +17.6% | -4.0% | +17.1% |
| 6M | +87.6% | +13.6% | +74.0% | +92.9% |
| All | +87.6% | +16.1% | +71.5% | +92.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling