+51.8%
FTNT vs EW
+19.7%
+32.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.9% |
| 7D | -25.7% | +8.3% | -33.9% | -25.8% |
| 30D | -29.7% | +13.9% | -43.6% | -30.4% |
| 3M | -23.1% | +10.9% | -34.0% | -23.7% |
| 6M | +45.0% | +19.2% | +25.7% | +42.2% |
| YTD | +62.9% | +16.6% | +46.4% | +62.8% |
| 1Y | +51.8% | +18.1% | +33.7% | +51.3% |
| All | +51.8% | +19.7% | +32.2% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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