+139.8%
FTNT vs EOSE
+42.6%
+97.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.7% |
| 7D | -0.1% | +1.8% | -1.9% | -0.2% |
| 30D | -3.0% | -6.8% | +3.9% | -2.9% |
| 3M | +7.6% | -36.3% | +43.9% | +8.4% |
| 6M | +87.0% | -38.8% | +125.7% | +88.2% |
| YTD | +96.5% | -65.5% | +162.1% | +99.1% |
| 1Y | +92.9% | -45.3% | +138.2% | +93.6% |
| 3Y | +139.8% | +44.2% | +95.7% | +149.1% |
| All | +139.8% | +42.6% | +97.3% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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