+144.1%
FTNT vs EME
+237.6%
-93.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +1.6% | +0.9% | +0.6% | +1.4% |
| 30D | -1.9% | -8.4% | +6.5% | -0.2% |
| 3M | +14.4% | -3.6% | +18.0% | +14.6% |
| 6M | +88.7% | +3.6% | +85.1% | +83.0% |
| YTD | +100.0% | +22.5% | +77.5% | +83.7% |
| 1Y | +99.9% | +18.2% | +81.7% | +82.7% |
| All | +144.1% | +237.6% | -93.5% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling