+9,374.7%
FTNT vs EME
+3,091.7%
+6,283.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | -0.2% |
| 7D | -2.7% | +5.2% | -7.9% | -4.5% |
| 30D | -1.4% | -5.4% | +4.0% | +0.5% |
| 3M | +10.1% | -6.1% | +16.2% | +11.0% |
| 6M | +88.2% | +9.7% | +78.5% | +76.2% |
| YTD | +98.3% | +26.6% | +71.7% | +73.8% |
| 1Y | +96.0% | +24.6% | +71.3% | +70.2% |
| 3Y | +145.8% | +249.6% | -103.8% | +30.9% |
| 5Y | +154.6% | +556.6% | -401.9% | +0.4% |
| 10Y | +2,063.6% | +1,286.6% | +777.0% | +442.8% |
| All | +9,374.7% | +3,091.7% | +6,283.0% | +1,344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling