+9,303.7%
FTNT vs ETR
+441.4%
+8,862.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -5.8% | +1.4% | -7.3% | -6.3% |
| 30D | -4.8% | +1.0% | -5.8% | -5.1% |
| 3M | +4.4% | -1.3% | +5.7% | +4.5% |
| 6M | +88.8% | +1.9% | +86.9% | +85.8% |
| YTD | +96.8% | +18.2% | +78.7% | +84.1% |
| 1Y | +104.5% | +24.7% | +79.8% | +87.7% |
| 3Y | +156.8% | +150.7% | +6.1% | +84.6% |
| 5Y | +144.1% | +127.0% | +17.0% | +79.4% |
| 10Y | +2,021.8% | +295.5% | +1,726.3% | +1,170.8% |
| All | +9,303.7% | +441.4% | +8,862.3% | +4,671.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling