+1,910.4%
FTNT vs ED
+147.1%
+1,763.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.9% |
| 7D | +7.1% | +2.1% | +5.0% | +6.9% |
| 30D | -30.9% | +10.4% | -41.3% | -31.4% |
| 3M | -23.1% | +12.5% | -35.7% | -23.8% |
| 6M | +8.1% | +14.9% | -6.8% | +6.7% |
| YTD | +60.2% | +24.8% | +35.4% | +56.4% |
| 1Y | +57.0% | +23.8% | +33.2% | +53.4% |
| 3Y | +152.9% | +51.6% | +101.3% | +136.3% |
| 5Y | +85.9% | +86.4% | -0.5% | +68.3% |
| All | +1,910.4% | +147.1% | +1,763.3% | +1,656.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling