+104.5%
FTNT vs EFV
+30.7%
+73.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.8% | +1.5% | -7.3% | -6.0% |
| 30D | -4.8% | +1.7% | -6.5% | -4.9% |
| 3M | +4.4% | +8.6% | -4.2% | +3.4% |
| 6M | +88.8% | +11.7% | +77.1% | +83.9% |
| YTD | +96.8% | +19.3% | +77.5% | +83.3% |
| 1Y | +104.5% | +30.2% | +74.3% | +72.6% |
| All | +104.5% | +30.7% | +73.8% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling