+1,947.1%
FTNT vs EW
+249.9%
+1,697.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +5.7% | +4.9% | +0.8% | +3.7% |
| 30D | -32.1% | +24.1% | -56.2% | -38.2% |
| 3M | -19.5% | +13.7% | -33.2% | -24.2% |
| 6M | +13.8% | +32.7% | -18.9% | +0.1% |
| YTD | +63.1% | +24.1% | +39.0% | +46.4% |
| 1Y | +57.7% | +23.6% | +34.1% | +41.7% |
| 3Y | +154.9% | +64.8% | +90.1% | +83.8% |
| 5Y | +89.3% | -8.8% | +98.1% | +84.2% |
| All | +1,947.1% | +249.9% | +1,697.2% | +1,097.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling