+2,072.5%
FTNT vs DTE
+137.8%
+1,934.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.4% |
| 7D | -0.1% | -2.6% | +2.4% | +0.6% |
| 30D | -3.0% | -4.4% | +1.4% | -1.7% |
| 3M | +7.6% | -8.3% | +15.9% | +10.2% |
| 6M | +87.0% | -8.1% | +95.0% | +90.4% |
| YTD | +96.5% | +4.4% | +92.1% | +91.4% |
| 1Y | +92.9% | +0.2% | +92.8% | +90.3% |
| 3Y | +139.8% | +42.6% | +97.2% | +105.3% |
| 5Y | +151.3% | +31.5% | +119.9% | +120.9% |
| All | +2,072.5% | +137.8% | +1,934.7% | +1,430.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling