+9,303.7%
FTNT vs EW
+1,233.5%
+8,070.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -5.8% | -0.3% | -5.5% | -5.7% |
| 30D | -4.8% | +1.0% | -5.8% | -5.2% |
| 3M | +4.4% | +2.8% | +1.6% | +3.0% |
| 6M | +88.8% | +5.5% | +83.3% | +84.0% |
| YTD | +96.8% | +5.5% | +91.4% | +91.2% |
| 1Y | +104.5% | +11.0% | +93.4% | +94.4% |
| 3Y | +156.8% | +17.7% | +139.1% | +125.6% |
| 5Y | +144.1% | -25.7% | +169.8% | +155.6% |
| 10Y | +2,021.8% | +132.8% | +1,889.0% | +1,384.5% |
| All | +9,303.7% | +1,233.5% | +8,070.2% | +3,874.3% |
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