+9,303.7%
FTNT vs FE
+134.8%
+9,169.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -5.8% | +1.9% | -7.8% | -6.3% |
| 30D | -4.8% | -1.2% | -3.6% | -4.6% |
| 3M | +4.4% | +3.5% | +0.9% | +3.2% |
| 6M | +88.8% | -6.1% | +94.8% | +91.2% |
| YTD | +96.8% | +7.6% | +89.2% | +91.7% |
| 1Y | +104.5% | +11.9% | +92.5% | +96.7% |
| 3Y | +156.8% | +48.4% | +108.3% | +124.6% |
| 5Y | +144.1% | +44.8% | +99.3% | +113.8% |
| 10Y | +2,021.8% | +115.9% | +1,905.9% | +1,546.1% |
| All | +9,303.7% | +134.8% | +9,169.0% | +7,581.8% |
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 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