+153.0%
FTNT vs ED
+66.4%
+86.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -4.3% | +1.9% | -6.2% | -4.2% |
| 3M | +13.6% | +1.9% | +11.8% | +13.5% |
| 6M | +87.6% | -2.3% | +89.8% | +87.8% |
| YTD | +98.0% | +10.9% | +87.1% | +96.6% |
| 1Y | +96.9% | +14.5% | +82.4% | +94.8% |
| 3Y | +145.4% | +33.4% | +112.0% | +130.3% |
| 5Y | +153.0% | +67.3% | +85.7% | +147.4% |
| All | +153.0% | +66.4% | +86.6% | +147.4% |
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