+1,910.4%
FTNT vs EMB
+36.5%
+1,874.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | +7.1% | -0.9% | +8.0% | +8.3% |
| 30D | -30.9% | +0.4% | -31.2% | -31.3% |
| 3M | -23.1% | -3.1% | -20.0% | -20.1% |
| 6M | +8.1% | -2.1% | +10.2% | +10.8% |
| YTD | +60.2% | -1.1% | +61.3% | +61.7% |
| 1Y | +57.0% | -0.1% | +57.1% | +56.4% |
| 3Y | +152.9% | +29.6% | +123.3% | +81.4% |
| 5Y | +85.9% | +7.2% | +78.7% | +71.2% |
| All | +1,910.4% | +36.5% | +1,874.0% | +1,300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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