+2,072.5%
FTNT vs ETR
+296.9%
+1,775.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -0.1% | -1.8% | +1.7% | +0.4% |
| 30D | -3.0% | -1.8% | -1.2% | -2.5% |
| 3M | +7.6% | -3.6% | +11.2% | +8.4% |
| 6M | +87.0% | +2.6% | +84.3% | +83.5% |
| YTD | +96.5% | +16.0% | +80.5% | +85.1% |
| 1Y | +92.9% | +20.1% | +72.8% | +79.6% |
| 3Y | +139.8% | +143.6% | -3.7% | +75.5% |
| 5Y | +151.3% | +124.4% | +27.0% | +87.2% |
| All | +2,072.5% | +296.9% | +1,775.6% | +1,391.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling