+153.2%
FTNT vs EAT
+309.3%
-156.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.5% |
| 7D | +1.7% | -6.8% | +8.5% | +3.2% |
| 30D | -4.3% | -5.4% | +1.1% | -3.6% |
| 3M | +13.6% | +42.8% | -29.1% | +4.0% |
| 6M | +87.6% | +56.5% | +31.1% | +65.2% |
| YTD | +98.0% | +50.0% | +48.0% | +75.6% |
| 1Y | +96.9% | +38.3% | +58.7% | +77.2% |
| 3Y | +145.4% | +591.6% | -446.3% | +26.6% |
| All | +153.2% | +309.3% | -156.2% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling