+57.0%
FTNT vs EW
+25.9%
+31.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | +7.1% | +4.9% | +2.1% | +6.9% |
| 30D | -30.9% | +23.9% | -54.8% | -31.6% |
| 3M | -23.1% | +15.8% | -38.9% | -23.3% |
| 6M | +8.1% | +31.7% | -23.6% | +5.6% |
| YTD | +60.2% | +25.7% | +34.5% | +60.3% |
| 1Y | +57.0% | +24.4% | +32.6% | +58.2% |
| All | +57.0% | +25.9% | +31.1% | +58.2% |
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 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