+7,607.6%
FTNT vs EW
+1,469.5%
+6,138.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +1.9% | +3.1% |
| 7D | -1.0% | +6.5% | -7.5% | -3.2% |
| 30D | -33.6% | +22.5% | -56.1% | -38.5% |
| 3M | -20.9% | +13.0% | -33.8% | -24.7% |
| 6M | +11.0% | +37.1% | -26.1% | -1.8% |
| YTD | +61.3% | +24.1% | +37.2% | +47.0% |
| 1Y | +53.1% | +24.2% | +28.9% | +39.5% |
| 3Y | +152.1% | +64.8% | +87.3% | +94.4% |
| 5Y | +90.1% | -7.4% | +97.6% | +82.8% |
| 10Y | +1,910.4% | +248.8% | +1,661.6% | +1,140.7% |
| All | +7,607.6% | +1,469.5% | +6,138.1% | +2,956.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling