+162.8%
FTNT vs EFX
-36.2%
+199.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | -0.1% | -4.5% | +4.4% | +1.8% |
| 30D | -3.0% | -6.1% | +3.1% | -0.8% |
| 3M | +7.6% | +6.2% | +1.4% | +2.8% |
| 6M | +87.0% | -11.2% | +98.2% | +92.6% |
| YTD | +96.5% | -21.4% | +117.9% | +112.3% |
| 1Y | +92.9% | -34.3% | +127.3% | +126.4% |
| 3Y | +139.8% | -12.5% | +152.4% | +121.5% |
| All | +162.8% | -36.2% | +199.0% | +219.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling