+143.2%
FTNT vs EW
+59.8%
+83.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -3.5% | +9.3% | -12.8% | -4.4% |
| 30D | -36.5% | +22.1% | -58.6% | -38.0% |
| 3M | -24.7% | +13.0% | -37.8% | -25.8% |
| 6M | +8.3% | +30.1% | -21.7% | +4.8% |
| YTD | +55.6% | +22.0% | +33.6% | +51.5% |
| 1Y | +50.2% | +23.7% | +26.5% | +46.0% |
| 3Y | +143.2% | +62.0% | +81.2% | +120.2% |
| All | +143.2% | +59.8% | +83.4% | +120.2% |
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 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