+7,335.0%
FTNT vs ECL
+702.0%
+6,633.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.8% |
| 3M | -24.7% | +7.9% | -32.6% | -28.6% |
| 6M | +8.3% | +21.0% | -12.7% | -4.8% |
| YTD | +55.6% | +17.5% | +38.1% | +37.0% |
| 1Y | +50.2% | +19.7% | +30.5% | +30.5% |
| 3Y | +143.2% | +77.4% | +65.7% | +60.8% |
| 5Y | +85.5% | +38.7% | +46.8% | +41.2% |
| 10Y | +1,868.3% | +193.5% | +1,674.8% | +745.4% |
| All | +7,335.0% | +702.0% | +6,633.0% | +1,363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling