+142.0%
FTNT vs ECL
+57.4%
+84.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -1.4% | -2.5% | +1.1% | -1.2% |
| 3M | +10.1% | +8.3% | +1.8% | +8.7% |
| 6M | +88.2% | -1.1% | +89.3% | +89.5% |
| YTD | +98.3% | +6.5% | +91.8% | +94.1% |
| 1Y | +96.0% | +2.1% | +93.9% | +94.1% |
| All | +142.0% | +57.4% | +84.6% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling