+147.4%
FTNT vs FE
+50.0%
+97.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | -0.1% |
| 7D | -5.8% | +1.9% | -7.8% | -5.7% |
| 30D | -4.8% | -1.2% | -3.6% | -4.8% |
| 3M | +4.4% | +3.5% | +0.9% | +4.5% |
| 6M | +88.8% | -6.1% | +94.8% | +89.1% |
| YTD | +96.8% | +7.6% | +89.2% | +96.3% |
| 1Y | +104.5% | +11.9% | +92.5% | +103.3% |
| All | +147.4% | +50.0% | +97.4% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling