+7,554.6%
FTNT vs ED
+451.0%
+7,103.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | +7.1% | +2.1% | +5.0% | +6.7% |
| 30D | -30.9% | +10.4% | -41.3% | -32.0% |
| 3M | -23.1% | +12.5% | -35.7% | -24.6% |
| 6M | +8.1% | +14.9% | -6.8% | +5.5% |
| YTD | +60.2% | +24.8% | +35.4% | +53.6% |
| 1Y | +57.0% | +23.8% | +33.2% | +50.6% |
| 3Y | +152.9% | +51.6% | +101.3% | +128.8% |
| 5Y | +85.9% | +86.4% | -0.5% | +60.1% |
| 10Y | +1,896.5% | +145.4% | +1,751.1% | +1,412.4% |
| All | +7,554.6% | +451.0% | +7,103.7% | +3,404.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling