+162.8%
FTNT vs EME
+575.5%
-412.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -3.0% |
| 7D | -0.1% | +3.5% | -3.7% | -1.2% |
| 30D | -3.0% | -6.3% | +3.4% | -1.3% |
| 3M | +7.6% | -3.8% | +11.3% | +7.8% |
| 6M | +87.0% | +8.5% | +78.4% | +77.5% |
| YTD | +96.5% | +27.8% | +68.7% | +74.8% |
| 1Y | +92.9% | +22.2% | +70.7% | +71.4% |
| 3Y | +139.8% | +253.5% | -113.6% | +28.4% |
| All | +162.8% | +575.5% | -412.7% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling