+162.8%
FTNT vs DTE
+30.3%
+132.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.5% |
| 7D | -0.1% | -2.6% | +2.4% | +0.3% |
| 30D | -3.0% | -4.4% | +1.4% | -2.2% |
| 3M | +7.6% | -8.3% | +15.9% | +9.1% |
| 6M | +87.0% | -8.1% | +95.0% | +88.9% |
| YTD | +96.5% | +4.4% | +92.1% | +91.5% |
| 1Y | +92.9% | +0.2% | +92.8% | +90.0% |
| 3Y | +139.8% | +42.6% | +97.2% | +107.4% |
| All | +162.8% | +30.3% | +132.5% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling