+104.5%
FTNT vs EME
+19.7%
+84.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.2% |
| 7D | -5.8% | +1.9% | -7.7% | -6.0% |
| 30D | -4.8% | -8.3% | +3.5% | -4.3% |
| 3M | +4.4% | -10.7% | +15.2% | +4.9% |
| 6M | +88.8% | +1.9% | +86.9% | +84.7% |
| YTD | +96.8% | +23.5% | +73.3% | +86.1% |
| 1Y | +104.5% | +18.0% | +86.5% | +89.5% |
| All | +104.5% | +19.7% | +84.8% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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