+153.2%
FTNT vs ETR
+126.1%
+27.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | +1.7% | +0.4% | +1.3% | +1.7% |
| 30D | -4.3% | +2.0% | -6.3% | -4.7% |
| 3M | +13.6% | -1.7% | +15.3% | +13.7% |
| 6M | +87.6% | +3.6% | +84.0% | +84.3% |
| YTD | +98.0% | +18.0% | +79.9% | +87.3% |
| 1Y | +96.9% | +26.2% | +70.7% | +82.7% |
| 3Y | +145.4% | +148.0% | -2.6% | +89.8% |
| All | +153.2% | +126.1% | +27.1% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling