+1,868.3%
FTNT vs ES
+87.3%
+1,781.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -3.5% | +0.9% | -4.4% | -3.7% |
| 30D | -36.5% | +5.9% | -42.5% | -37.5% |
| 3M | -24.7% | -1.0% | -23.7% | -24.8% |
| 6M | +8.3% | +7.2% | +1.2% | +5.9% |
| YTD | +55.6% | +7.0% | +48.6% | +51.3% |
| 1Y | +50.2% | +0.5% | +49.7% | +48.0% |
| 3Y | +143.2% | +48.7% | +94.5% | +111.0% |
| 5Y | +85.5% | +1.9% | +83.5% | +79.4% |
| 10Y | +1,868.3% | +89.2% | +1,779.1% | +1,651.6% |
| All | +1,868.3% | +87.3% | +1,781.0% | +1,651.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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