+162.8%
FTNT vs EOSE
-70.0%
+232.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.7% |
| 7D | -0.1% | +1.8% | -1.9% | -0.3% |
| 30D | -3.0% | -6.8% | +3.9% | -2.8% |
| 3M | +7.6% | -36.3% | +43.9% | +9.3% |
| 6M | +87.0% | -38.8% | +125.7% | +88.9% |
| YTD | +96.5% | -65.5% | +162.1% | +102.0% |
| 1Y | +92.9% | -45.3% | +138.2% | +91.9% |
| 3Y | +139.8% | +44.2% | +95.7% | +116.9% |
| All | +162.8% | -70.0% | +232.8% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling