+154.6%
FTNT vs EMB
+7.3%
+147.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -2.7% | +0.3% | -3.0% | -3.1% |
| 30D | -1.4% | -0.5% | -0.9% | -0.7% |
| 3M | +10.1% | +0.3% | +9.8% | +9.7% |
| 6M | +88.2% | +1.2% | +87.0% | +85.2% |
| YTD | +98.3% | +1.5% | +96.8% | +94.2% |
| 1Y | +96.0% | +4.8% | +91.2% | +84.1% |
| 3Y | +145.8% | +30.4% | +115.4% | +75.6% |
| 5Y | +154.6% | +7.3% | +147.4% | +165.9% |
| All | +154.6% | +7.3% | +147.3% | +165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling