+2,072.5%
FTNT vs EOG
+121.1%
+1,951.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | +1.5% | -1.6% | -0.5% |
| 30D | -3.0% | +2.9% | -5.9% | -3.8% |
| 3M | +7.6% | +8.7% | -1.1% | +5.0% |
| 6M | +87.0% | +12.9% | +74.1% | +80.1% |
| YTD | +96.5% | +43.8% | +52.7% | +77.9% |
| 1Y | +92.9% | +27.1% | +65.9% | +79.8% |
| 3Y | +139.8% | +25.9% | +114.0% | +121.5% |
| 5Y | +151.3% | +177.9% | -26.6% | +87.1% |
| All | +2,072.5% | +121.1% | +1,951.4% | +1,425.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling