+90.1%
FTNT vs EL
-64.9%
+155.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.9% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | -33.6% | +12.3% | -45.9% | -35.3% |
| 3M | -20.9% | +28.4% | -49.3% | -25.5% |
| 6M | +11.0% | +36.7% | -25.8% | +2.2% |
| YTD | +61.3% | +8.4% | +52.9% | +54.7% |
| 1Y | +53.1% | +25.4% | +27.7% | +40.8% |
| 3Y | +152.1% | +3.4% | +148.6% | +125.9% |
| 5Y | +90.1% | -64.8% | +154.9% | +212.9% |
| All | +90.1% | -64.9% | +155.0% | +212.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling