+7,694.2%
FTNT vs EMB
+99.5%
+7,594.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +2.1% |
| 7D | +5.7% | -0.7% | +6.4% | +6.6% |
| 30D | -32.1% | +0.5% | -32.6% | -32.6% |
| 3M | -19.5% | -2.5% | -17.0% | -17.2% |
| 6M | +13.8% | -2.0% | +15.8% | +16.3% |
| YTD | +63.1% | -0.9% | +64.0% | +64.1% |
| 1Y | +57.7% | -0.3% | +58.0% | +57.7% |
| 3Y | +154.9% | +29.2% | +125.7% | +88.5% |
| 5Y | +89.3% | +7.4% | +81.9% | +73.8% |
| 10Y | +1,933.0% | +35.8% | +1,897.2% | +1,405.6% |
| All | +7,694.2% | +99.5% | +7,594.8% | +3,812.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling