+7,554.6%
FTNT vs EL
+467.2%
+7,087.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | +7.1% | +1.5% | +5.5% | +6.5% |
| 30D | -30.9% | +10.0% | -40.9% | -33.1% |
| 3M | -23.1% | +28.4% | -51.5% | -29.9% |
| 6M | +8.1% | +37.1% | -29.0% | -4.5% |
| YTD | +60.2% | +7.8% | +52.4% | +49.8% |
| 1Y | +57.0% | +26.0% | +31.0% | +38.2% |
| 3Y | +152.9% | +3.8% | +149.1% | +117.4% |
| 5Y | +85.9% | -65.2% | +151.1% | +157.4% |
| 10Y | +1,896.5% | +62.1% | +1,834.4% | +1,228.5% |
| All | +7,554.6% | +467.2% | +7,087.4% | +3,304.4% |
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