+9,374.7%
FTNT vs EFV
+204.1%
+9,170.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.3% |
| 7D | -2.7% | +1.0% | -3.7% | -3.5% |
| 30D | -1.4% | +0.2% | -1.5% | -1.6% |
| 3M | +10.1% | +9.6% | +0.5% | +2.2% |
| 6M | +88.2% | +14.0% | +74.2% | +68.1% |
| YTD | +98.3% | +18.5% | +79.8% | +71.3% |
| 1Y | +96.0% | +27.9% | +68.1% | +59.0% |
| 3Y | +145.8% | +92.4% | +53.3% | +42.1% |
| 5Y | +154.6% | +97.2% | +57.5% | +44.8% |
| 10Y | +2,063.6% | +163.0% | +1,900.6% | +869.2% |
| All | +9,374.7% | +204.1% | +9,170.6% | +3,680.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling