+9,374.7%
FTNT vs EIX
+232.5%
+9,142.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.8% | -0.4% |
| 7D | -2.7% | +0.9% | -3.6% | -2.9% |
| 30D | -1.4% | -13.5% | +12.2% | +0.8% |
| 3M | +10.1% | -15.3% | +25.3% | +12.6% |
| 6M | +88.2% | -15.3% | +103.5% | +91.8% |
| YTD | +98.3% | +2.7% | +95.6% | +90.0% |
| 1Y | +96.0% | +17.4% | +78.5% | +79.7% |
| 3Y | +145.8% | -1.3% | +147.1% | +132.1% |
| 5Y | +154.6% | +27.2% | +127.5% | +119.6% |
| 10Y | +2,063.6% | +22.7% | +2,040.9% | +1,678.7% |
| All | +9,374.7% | +232.5% | +9,142.2% | +4,169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling