+2,111.2%
FTNT vs EL
+25.3%
+2,085.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.7% |
| 7D | +1.6% | -4.4% | +5.9% | +2.9% |
| 30D | -1.9% | +10.3% | -12.2% | -5.2% |
| 3M | +14.4% | +13.4% | +1.0% | +9.3% |
| 6M | +88.7% | +3.1% | +85.6% | +83.0% |
| YTD | +100.0% | -6.9% | +107.0% | +97.5% |
| 1Y | +99.9% | +11.9% | +88.0% | +84.2% |
| 3Y | +147.9% | -33.8% | +181.7% | +157.5% |
| 5Y | +155.8% | -69.0% | +224.8% | +276.8% |
| All | +2,111.2% | +25.3% | +2,085.9% | +1,782.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling