+7,050.4%
FTNT vs ES
+428.0%
+6,622.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.2% |
| 7D | -12.7% | +1.9% | -14.6% | -13.2% |
| 30D | -37.2% | +7.1% | -44.3% | -38.6% |
| 3M | -25.8% | -1.9% | -23.8% | -25.6% |
| 6M | +32.1% | +4.4% | +27.8% | +29.3% |
| YTD | +49.7% | +7.3% | +42.3% | +44.4% |
| 1Y | +47.6% | +2.1% | +45.4% | +44.1% |
| 3Y | +137.2% | +41.8% | +95.4% | +103.3% |
| 5Y | +74.2% | +1.4% | +72.7% | +66.6% |
| 10Y | +1,824.2% | +86.8% | +1,737.5% | +1,270.4% |
| All | +7,050.4% | +428.0% | +6,622.5% | +2,520.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling