+92.9%
FTNT vs ET
+33.4%
+59.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | -0.1% | +0.2% | -0.4% | -0.1% |
| 30D | -3.0% | +2.9% | -5.8% | -3.0% |
| 3M | +7.6% | +16.8% | -9.2% | +7.4% |
| 6M | +87.0% | +18.9% | +68.1% | +86.1% |
| YTD | +96.5% | +37.7% | +58.8% | +90.4% |
| 1Y | +92.9% | +32.4% | +60.5% | +78.1% |
| All | +92.9% | +33.4% | +59.5% | +78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling