+9,303.7%
FTNT vs ECL
+630.0%
+8,673.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -5.8% | -2.6% | -3.2% | -4.4% |
| 30D | -4.8% | -2.2% | -2.6% | -3.8% |
| 3M | +4.4% | +10.1% | -5.7% | -2.1% |
| 6M | +88.8% | -5.7% | +94.5% | +91.6% |
| YTD | +96.8% | +7.0% | +89.9% | +84.2% |
| 1Y | +104.5% | +2.7% | +101.8% | +95.5% |
| 3Y | +156.8% | +57.7% | +99.0% | +82.7% |
| 5Y | +144.1% | +31.1% | +112.9% | +92.5% |
| 10Y | +2,021.8% | +150.9% | +1,870.9% | +912.6% |
| All | +9,303.7% | +630.0% | +8,673.8% | +1,867.5% |
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