+51.8%
FTNT vs ETR
+18.4%
+33.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +2.2% |
| 7D | -25.7% | +3.7% | -29.4% | -24.2% |
| 30D | -29.7% | +11.0% | -40.7% | -26.5% |
| 3M | -23.1% | +3.4% | -26.5% | -21.6% |
| 6M | +45.0% | -3.3% | +48.3% | +46.1% |
| YTD | +62.9% | +23.3% | +39.7% | +63.3% |
| 1Y | +51.8% | +19.2% | +32.7% | +54.5% |
| All | +51.8% | +18.4% | +33.5% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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