+1,910.4%
FTNT vs EIX
+35.3%
+1,875.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +7.1% | +1.4% | +5.7% | +6.8% |
| 30D | -30.9% | +8.5% | -39.4% | -32.1% |
| 3M | -23.1% | -13.5% | -9.6% | -21.7% |
| 6M | +8.1% | -12.4% | +20.5% | +9.1% |
| YTD | +60.2% | +5.9% | +54.3% | +52.9% |
| 1Y | +57.0% | +7.6% | +49.4% | +49.1% |
| 3Y | +152.9% | +12.8% | +140.1% | +131.4% |
| 5Y | +85.9% | +19.2% | +66.7% | +66.2% |
| All | +1,910.4% | +35.3% | +1,875.1% | +1,542.8% |
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