+137.2%
FTNT vs ES
+46.3%
+90.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -3.0% |
| 7D | -12.7% | +1.9% | -14.6% | -12.7% |
| 30D | -37.2% | +7.1% | -44.3% | -37.3% |
| 3M | -25.8% | -1.9% | -23.8% | -25.6% |
| 6M | +32.1% | +4.4% | +27.8% | +31.6% |
| YTD | +49.7% | +7.3% | +42.3% | +48.1% |
| 1Y | +47.6% | +2.1% | +45.4% | +46.8% |
| 3Y | +137.2% | +41.8% | +95.4% | +121.3% |
| All | +137.2% | +46.3% | +90.9% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling