+2,072.5%
FTNT vs EW
+120.5%
+1,952.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.6% |
| 7D | -0.1% | -6.2% | +6.0% | +2.5% |
| 30D | -3.0% | -9.3% | +6.4% | +0.9% |
| 3M | +7.6% | -1.6% | +9.2% | +7.8% |
| 6M | +87.0% | -0.8% | +87.8% | +86.2% |
| YTD | +96.5% | -1.0% | +97.6% | +95.0% |
| 1Y | +92.9% | +8.2% | +84.8% | +83.7% |
| 3Y | +139.8% | +12.7% | +127.2% | +107.7% |
| 5Y | +151.3% | -30.2% | +181.5% | +175.1% |
| All | +2,072.5% | +120.5% | +1,952.0% | +1,361.2% |
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