+2,063.6%
FTNT vs ES
+85.1%
+1,978.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.6% |
| 7D | -2.7% | +1.4% | -4.1% | -3.0% |
| 30D | -1.4% | -1.2% | -0.2% | -1.2% |
| 3M | +10.1% | +5.0% | +5.1% | +8.5% |
| 6M | +88.2% | -2.8% | +91.0% | +88.6% |
| YTD | +98.3% | +8.6% | +89.7% | +92.6% |
| 1Y | +96.0% | +18.9% | +77.0% | +85.1% |
| 3Y | +145.8% | +32.1% | +113.6% | +121.1% |
| 5Y | +154.6% | -5.1% | +159.7% | +151.6% |
| 10Y | +2,063.6% | +84.2% | +1,979.5% | +1,809.6% |
| All | +2,063.6% | +85.1% | +1,978.5% | +1,809.6% |
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