+51.8%
FTNT vs EQH
+18.6%
+33.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | -25.7% | +2.8% | -28.5% | -26.0% |
| 30D | -29.7% | +3.9% | -33.7% | -30.2% |
| 3M | -23.1% | +16.3% | -39.4% | -25.2% |
| 6M | +45.0% | +37.1% | +7.9% | +35.5% |
| YTD | +62.9% | +20.2% | +42.7% | +52.7% |
| 1Y | +51.8% | +17.9% | +33.9% | +42.4% |
| All | +51.8% | +18.6% | +33.2% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 1y: compounded portfolio wealth divided by compounded EQH 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…
1y analysis · Full analysis span regression · 6 months rolling