+51.8%
FTNT vs EFV
+25.8%
+26.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +1.3% |
| 7D | -25.7% | +2.9% | -28.6% | -25.5% |
| 30D | -29.7% | +3.6% | -33.3% | -29.5% |
| 3M | -23.1% | -0.1% | -23.0% | -23.1% |
| 6M | +45.0% | +9.6% | +35.4% | +43.9% |
| YTD | +62.9% | +17.0% | +46.0% | +56.4% |
| 1Y | +51.8% | +25.7% | +26.2% | +38.3% |
| All | +51.8% | +25.8% | +26.0% | +38.3% |
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