+9,303.7%
FTNT vs ED
+388.5%
+8,915.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -5.8% | -0.2% | -5.7% | -5.8% |
| 30D | -4.8% | -0.1% | -4.6% | -4.8% |
| 3M | +4.4% | +3.9% | +0.5% | +3.5% |
| 6M | +88.8% | -3.0% | +91.8% | +89.2% |
| YTD | +96.8% | +10.7% | +86.1% | +92.3% |
| 1Y | +104.5% | +13.3% | +91.1% | +98.6% |
| 3Y | +156.8% | +34.5% | +122.3% | +136.7% |
| 5Y | +144.1% | +67.1% | +76.9% | +113.4% |
| 10Y | +2,021.8% | +103.0% | +1,918.7% | +1,576.6% |
| All | +9,303.7% | +388.5% | +8,915.2% | +4,289.2% |
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