+2,088.5%
FTNT vs EMB
+31.5%
+2,057.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | +0.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.3% | -0.3% | -4.0% | -3.9% |
| 3M | +13.6% | -0.3% | +13.9% | +14.1% |
| 6M | +87.6% | +0.7% | +86.8% | +85.6% |
| YTD | +98.0% | +1.3% | +96.7% | +94.5% |
| 1Y | +96.9% | +4.7% | +92.2% | +85.5% |
| 3Y | +145.4% | +30.1% | +115.3% | +76.1% |
| 5Y | +153.0% | +6.9% | +146.1% | +134.4% |
| All | +2,088.5% | +31.5% | +2,057.0% | +1,575.2% |
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