+85.5%
FTNT vs ECL
+39.8%
+45.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -3.5% | +0.4% | -4.0% | -3.7% |
| 30D | -36.5% | +8.6% | -45.1% | -39.3% |
| 3M | -24.7% | +7.9% | -32.6% | -28.0% |
| 6M | +8.3% | +21.0% | -12.7% | -3.2% |
| YTD | +55.6% | +17.5% | +38.1% | +38.8% |
| 1Y | +50.2% | +19.7% | +30.5% | +32.2% |
| 3Y | +143.2% | +77.4% | +65.7% | +55.7% |
| 5Y | +85.5% | +38.7% | +46.8% | +35.2% |
| All | +85.5% | +39.8% | +45.6% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling