+137.2%
FTNT vs FE
+44.1%
+93.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.1% |
| 7D | -12.7% | 0.0% | -12.6% | -12.7% |
| 30D | -37.2% | +5.2% | -42.4% | -36.9% |
| 3M | -25.8% | 0.0% | -25.8% | -25.6% |
| 6M | +32.1% | +5.0% | +27.1% | +32.4% |
| YTD | +49.7% | +7.9% | +41.8% | +49.7% |
| 1Y | +47.6% | +6.3% | +41.2% | +47.7% |
| 3Y | +137.2% | +46.0% | +91.2% | +127.8% |
| All | +137.2% | +44.1% | +93.1% | +127.8% |
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 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