+2,098.3%
FTNT vs FE
+110.4%
+1,987.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -4.3% | -1.2% | -3.1% | -4.0% |
| 3M | +13.6% | +1.7% | +12.0% | +12.8% |
| 6M | +87.6% | -7.5% | +95.1% | +90.8% |
| YTD | +98.0% | +6.3% | +91.7% | +93.4% |
| 1Y | +96.9% | +10.9% | +86.1% | +89.8% |
| 3Y | +145.4% | +46.9% | +98.4% | +114.3% |
| 5Y | +153.0% | +47.6% | +105.4% | +119.2% |
| 10Y | +2,098.3% | +114.5% | +1,983.8% | +1,773.8% |
| All | +2,098.3% | +110.4% | +1,987.9% | +1,773.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling