+7,050.4%
FTNT vs FE
+135.4%
+6,915.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -12.7% | 0.0% | -12.6% | -12.7% |
| 30D | -37.2% | +5.2% | -42.4% | -38.1% |
| 3M | -25.8% | 0.0% | -25.8% | -26.0% |
| 6M | +32.1% | +5.0% | +27.1% | +29.7% |
| YTD | +49.7% | +7.9% | +41.8% | +45.4% |
| 1Y | +47.6% | +6.3% | +41.2% | +43.8% |
| 3Y | +137.2% | +46.0% | +91.2% | +108.4% |
| 5Y | +74.2% | +45.6% | +28.5% | +52.0% |
| 10Y | +1,824.2% | +109.3% | +1,714.9% | +1,403.4% |
| All | +7,050.4% | +135.4% | +6,915.0% | +5,724.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling