+2,111.2%
FTNT vs EIX
+21.5%
+2,089.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | -1.9% | -18.8% | +16.9% | +1.3% |
| 3M | +14.4% | -19.7% | +34.1% | +17.9% |
| 6M | +88.7% | -18.2% | +106.9% | +92.9% |
| YTD | +100.0% | -1.7% | +101.8% | +94.2% |
| 1Y | +99.9% | +7.8% | +92.1% | +88.8% |
| 3Y | +147.9% | -5.6% | +153.6% | +137.7% |
| 5Y | +155.8% | +23.7% | +132.1% | +125.5% |
| All | +2,111.2% | +21.5% | +2,089.7% | +1,775.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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