+9,374.7%
FTNT vs EOG
+364.9%
+9,009.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -2.7% | -2.0% | -0.7% | -2.2% |
| 30D | -1.4% | +7.9% | -9.2% | -3.5% |
| 3M | +10.1% | +4.5% | +5.6% | +8.2% |
| 6M | +88.2% | +12.3% | +75.9% | +80.5% |
| YTD | +98.3% | +41.9% | +56.4% | +77.7% |
| 1Y | +96.0% | +27.8% | +68.1% | +80.4% |
| 3Y | +145.8% | +21.8% | +124.0% | +126.4% |
| 5Y | +154.6% | +174.0% | -19.4% | +80.5% |
| 10Y | +2,063.6% | +110.4% | +1,953.3% | +1,343.9% |
| All | +9,374.7% | +364.9% | +9,009.8% | +4,243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling