+2,072.5%
FTNT vs EFX
+42.6%
+2,029.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | -0.1% | -4.5% | +4.4% | +1.7% |
| 30D | -3.0% | -6.1% | +3.1% | -0.9% |
| 3M | +7.6% | +6.2% | +1.4% | +3.2% |
| 6M | +87.0% | -11.2% | +98.2% | +92.2% |
| YTD | +96.5% | -21.4% | +117.9% | +111.0% |
| 1Y | +92.9% | -34.3% | +127.3% | +122.8% |
| 3Y | +139.8% | -12.5% | +152.4% | +131.7% |
| 5Y | +151.3% | -35.6% | +186.9% | +173.9% |
| All | +2,072.5% | +42.6% | +2,029.9% | +1,597.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling