+9,359.7%
FTNT vs ET
+866.7%
+8,493.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -4.3% | +5.3% | -9.6% | -5.4% |
| 3M | +13.6% | +15.6% | -2.0% | +9.6% |
| 6M | +87.6% | +20.6% | +67.0% | +79.0% |
| YTD | +98.0% | +38.5% | +59.5% | +82.6% |
| 1Y | +96.9% | +35.7% | +61.2% | +82.4% |
| 3Y | +145.4% | +98.4% | +47.0% | +107.3% |
| 5Y | +153.0% | +245.3% | -92.3% | +87.3% |
| 10Y | +2,098.3% | +173.7% | +1,924.5% | +1,491.8% |
| All | +9,359.7% | +866.7% | +8,493.0% | +3,341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling