+141.6%
FTNT vs EAT
+587.9%
-446.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.1% |
| 7D | +1.7% | -6.8% | +8.5% | +2.3% |
| 30D | -4.3% | -5.4% | +1.1% | -4.0% |
| 3M | +13.6% | +42.8% | -29.1% | +9.3% |
| 6M | +87.6% | +56.5% | +31.1% | +77.0% |
| YTD | +98.0% | +50.0% | +48.0% | +87.7% |
| 1Y | +96.9% | +38.3% | +58.7% | +88.7% |
| All | +141.6% | +587.9% | -446.3% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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