+2,072.5%
FTNT vs ET
+177.0%
+1,895.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | -3.0% | +2.9% | -5.8% | -3.8% |
| 3M | +7.6% | +16.8% | -9.2% | +2.7% |
| 6M | +87.0% | +18.9% | +68.1% | +77.2% |
| YTD | +96.5% | +37.7% | +58.8% | +78.0% |
| 1Y | +92.9% | +32.4% | +60.5% | +76.7% |
| 3Y | +139.8% | +99.5% | +40.4% | +94.4% |
| 5Y | +151.3% | +244.0% | -92.6% | +74.1% |
| All | +2,072.5% | +177.0% | +1,895.5% | +1,430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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