+9,374.7%
FTNT vs EFX
+607.4%
+8,767.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +2.2% |
| 7D | -2.7% | -7.8% | +5.1% | +0.9% |
| 30D | -1.4% | -5.7% | +4.4% | +0.9% |
| 3M | +10.1% | +2.5% | +7.6% | +6.6% |
| 6M | +88.2% | -16.7% | +104.9% | +100.1% |
| YTD | +98.3% | -20.2% | +118.5% | +113.2% |
| 1Y | +96.0% | -31.4% | +127.3% | +125.6% |
| 3Y | +145.8% | -10.5% | +156.3% | +132.8% |
| 5Y | +154.6% | -35.2% | +189.8% | +182.5% |
| 10Y | +2,063.6% | +40.2% | +2,023.5% | +1,388.6% |
| All | +9,374.7% | +607.4% | +8,767.4% | +2,001.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling