+139.8%
FTNT vs EOG
+22.5%
+117.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | +1.5% | -1.6% | -0.4% |
| 30D | -3.0% | +2.9% | -5.9% | -3.6% |
| 3M | +7.6% | +8.7% | -1.1% | +5.4% |
| 6M | +87.0% | +12.9% | +74.1% | +80.6% |
| YTD | +96.5% | +43.8% | +52.7% | +77.2% |
| 1Y | +92.9% | +27.1% | +65.9% | +80.3% |
| 3Y | +139.8% | +25.9% | +114.0% | +121.3% |
| All | +139.8% | +22.5% | +117.3% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling