+167.5%
FTNT vs EQT
+197.4%
-29.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.6% | -1.2% | +2.8% | +1.8% |
| 30D | -1.9% | +1.1% | -3.0% | -2.1% |
| 3M | +14.4% | +4.8% | +9.6% | +13.2% |
| 6M | +88.7% | -10.6% | +99.2% | +91.7% |
| YTD | +100.0% | +3.4% | +96.6% | +97.6% |
| 1Y | +99.9% | +8.7% | +91.2% | +95.0% |
| 3Y | +147.9% | +35.0% | +113.0% | +131.1% |
| All | +167.5% | +197.4% | -29.9% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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