+51.8%
FTNT vs EL
+25.6%
+26.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | +0.7% |
| 7D | -25.7% | +2.5% | -28.2% | -25.8% |
| 30D | -29.7% | +20.1% | -49.8% | -30.2% |
| 3M | -23.1% | +29.3% | -52.4% | -23.5% |
| 6M | +45.0% | +38.8% | +6.2% | +42.9% |
| YTD | +62.9% | +8.1% | +54.8% | +61.4% |
| 1Y | +51.8% | +22.3% | +29.5% | +45.0% |
| All | +51.8% | +25.6% | +26.2% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling