+153.0%
FTNT vs EW
-29.9%
+182.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.1% |
| 7D | +1.7% | -5.1% | +6.8% | +3.6% |
| 30D | -4.3% | -6.4% | +2.1% | -2.1% |
| 3M | +13.6% | -1.6% | +15.2% | +13.8% |
| 6M | +87.6% | +2.3% | +85.3% | +84.9% |
| YTD | +98.0% | +1.1% | +96.9% | +95.3% |
| 1Y | +96.9% | +8.0% | +88.9% | +89.1% |
| 3Y | +145.4% | +16.3% | +129.0% | +110.1% |
| 5Y | +153.0% | -29.4% | +182.4% | +213.4% |
| All | +153.0% | -29.9% | +182.8% | +213.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling