+89.8%
FTNT vs ED
+85.1%
+4.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.7% |
| 7D | +7.1% | +2.1% | +5.0% | +7.2% |
| 30D | -30.9% | +10.4% | -41.3% | -30.6% |
| 3M | -23.1% | +12.5% | -35.7% | -22.8% |
| 6M | +8.1% | +14.9% | -6.8% | +8.4% |
| YTD | +60.2% | +24.8% | +35.4% | +59.3% |
| 1Y | +57.0% | +23.8% | +33.2% | +56.2% |
| 3Y | +152.9% | +51.6% | +101.3% | +134.6% |
| All | +89.8% | +85.1% | +4.7% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling