+51.8%
FTNT vs EFX
-7.5%
+59.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.9% |
| 7D | -25.7% | +9.2% | -34.9% | -26.1% |
| 30D | -29.7% | +34.8% | -64.5% | -32.3% |
| 3M | -23.1% | +8.8% | -31.9% | -23.6% |
| 6M | +45.0% | +12.3% | +32.7% | +42.8% |
| YTD | +62.9% | -10.6% | +73.6% | +67.0% |
| 1Y | +51.8% | -6.7% | +58.6% | +52.7% |
| All | +51.8% | -7.5% | +59.4% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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