+9,374.7%
FTNT vs DE
+1,749.4%
+7,625.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -2.7% | +0.7% | -3.4% | -3.1% |
| 30D | -1.4% | +9.6% | -11.0% | -5.2% |
| 3M | +10.1% | +19.0% | -8.9% | +2.2% |
| 6M | +88.2% | +16.1% | +72.1% | +74.8% |
| YTD | +98.3% | +47.0% | +51.3% | +66.3% |
| 1Y | +96.0% | +43.1% | +52.8% | +65.5% |
| 3Y | +145.8% | +77.5% | +68.3% | +85.9% |
| 5Y | +154.6% | +96.4% | +58.3% | +78.4% |
| 10Y | +2,063.6% | +852.9% | +1,210.8% | +580.5% |
| All | +9,374.7% | +1,749.4% | +7,625.3% | +1,868.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling