+155.8%
FTNT vs EOG
+172.6%
-16.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | -1.9% | +2.8% | -4.7% | -2.6% |
| 3M | +14.4% | +5.9% | +8.5% | +12.5% |
| 6M | +88.7% | +17.1% | +71.6% | +80.4% |
| YTD | +100.0% | +43.9% | +56.1% | +81.2% |
| 1Y | +99.9% | +26.9% | +73.0% | +86.7% |
| 3Y | +147.9% | +23.6% | +124.4% | +130.2% |
| 5Y | +155.8% | +178.1% | -22.3% | +133.4% |
| All | +155.8% | +172.6% | -16.8% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling