+9,359.7%
FTNT vs DTE
+628.9%
+8,730.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.3% | -0.5% | -3.7% | -4.1% |
| 3M | +13.6% | -6.0% | +19.6% | +15.7% |
| 6M | +87.6% | -7.2% | +94.8% | +91.1% |
| YTD | +98.0% | +7.2% | +90.8% | +90.7% |
| 1Y | +96.9% | +4.1% | +92.9% | +91.5% |
| 3Y | +145.4% | +46.9% | +98.5% | +105.0% |
| 5Y | +153.0% | +32.9% | +120.1% | +118.7% |
| 10Y | +2,098.3% | +144.5% | +1,953.8% | +1,275.3% |
| All | +9,359.7% | +628.9% | +8,730.8% | +2,907.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling