+51.8%
FTNT vs ED
+27.1%
+24.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +3.2% |
| 7D | -25.7% | +5.4% | -31.1% | -22.5% |
| 30D | -29.7% | +16.4% | -46.1% | -21.7% |
| 3M | -23.1% | +11.9% | -35.0% | -16.2% |
| 6M | +45.0% | +11.6% | +33.4% | +59.0% |
| YTD | +62.9% | +24.1% | +38.8% | +87.4% |
| 1Y | +51.8% | +26.9% | +25.0% | +75.0% |
| All | +51.8% | +27.1% | +24.7% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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