+2,072.5%
FTNT vs EFV
+169.9%
+1,902.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.6% |
| 7D | -0.1% | -0.8% | +0.7% | +0.5% |
| 30D | -3.0% | +0.6% | -3.6% | -3.6% |
| 3M | +7.6% | +7.5% | +0.1% | +1.2% |
| 6M | +87.0% | +13.0% | +73.9% | +67.3% |
| YTD | +96.5% | +18.3% | +78.2% | +68.6% |
| 1Y | +92.9% | +26.7% | +66.2% | +55.9% |
| 3Y | +139.8% | +89.6% | +50.3% | +35.1% |
| 5Y | +151.3% | +98.2% | +53.1% | +35.8% |
| All | +2,072.5% | +169.9% | +1,902.6% | +810.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling