+51.8%
FTNT vs ECL
+23.8%
+28.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +2.8% |
| 7D | -25.7% | +7.7% | -33.4% | -22.4% |
| 30D | -29.7% | +13.7% | -43.4% | -25.1% |
| 3M | -23.1% | +11.6% | -34.7% | -18.6% |
| 6M | +45.0% | +23.9% | +21.1% | +60.0% |
| YTD | +62.9% | +21.0% | +42.0% | +72.3% |
| 1Y | +51.8% | +23.1% | +28.7% | +59.4% |
| All | +51.8% | +23.8% | +28.1% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling