+145.8%
FTNT vs EW
+14.1%
+131.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.2% |
| 7D | -2.7% | -4.4% | +1.7% | -2.2% |
| 30D | -1.4% | -3.3% | +2.0% | -1.0% |
| 3M | +10.1% | +1.0% | +9.1% | +9.7% |
| 6M | +88.2% | +6.2% | +82.0% | +86.3% |
| YTD | +98.3% | +1.7% | +96.6% | +97.3% |
| 1Y | +96.0% | +8.1% | +87.8% | +93.3% |
| 3Y | +145.8% | +17.1% | +128.7% | +145.5% |
| All | +145.8% | +14.1% | +131.7% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling