+57.0%
FTNT vs FE
+5.8%
+51.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.1% |
| 7D | +7.1% | +1.2% | +5.8% | +7.9% |
| 30D | -30.9% | +4.5% | -35.4% | -28.9% |
| 3M | -23.1% | +1.3% | -24.4% | -21.9% |
| 6M | +8.1% | +8.7% | -0.6% | +13.0% |
| YTD | +60.2% | +9.2% | +51.0% | +74.6% |
| 1Y | +57.0% | +7.0% | +50.0% | +71.1% |
| All | +57.0% | +5.8% | +51.2% | +71.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling