+59.9%
FTNT vs EMB
-0.4%
+60.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +5.7% | -0.7% | +6.4% | +5.9% |
| 30D | -32.1% | +0.5% | -32.6% | -32.2% |
| 3M | -19.5% | -2.5% | -17.0% | -18.4% |
| 6M | +13.8% | -2.0% | +15.8% | +15.4% |
| YTD | +63.1% | -0.9% | +64.0% | +59.2% |
| All | +59.9% | -0.4% | +60.2% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling