+57.0%
FTNT vs EL
+23.3%
+33.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | +7.1% | +1.5% | +5.5% | +7.0% |
| 30D | -30.9% | +10.0% | -40.9% | -31.0% |
| 3M | -23.1% | +28.4% | -51.5% | -23.2% |
| 6M | +8.1% | +37.1% | -29.0% | +7.4% |
| YTD | +60.2% | +7.8% | +52.4% | +60.4% |
| 1Y | +57.0% | +26.0% | +31.0% | +55.1% |
| All | +57.0% | +23.3% | +33.7% | +55.1% |
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