+7,607.6%
FTNT vs EL
+470.1%
+7,137.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +4.0% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -33.6% | +12.3% | -45.9% | -36.1% |
| 3M | -20.9% | +28.4% | -49.3% | -27.8% |
| 6M | +11.0% | +36.7% | -25.8% | -1.9% |
| YTD | +61.3% | +8.4% | +52.9% | +50.7% |
| 1Y | +53.1% | +25.4% | +27.7% | +35.1% |
| 3Y | +152.1% | +3.4% | +148.6% | +117.3% |
| 5Y | +90.1% | -64.8% | +154.9% | +162.0% |
| 10Y | +1,910.4% | +63.0% | +1,847.4% | +1,235.7% |
| All | +7,607.6% | +470.1% | +7,137.5% | +3,322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling