+92.9%
FTNT vs EQX
+17.2%
+75.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.8% |
| 7D | -0.1% | -3.2% | +3.1% | 0.0% |
| 30D | -3.0% | +7.8% | -10.7% | -3.3% |
| 3M | +7.6% | +21.3% | -13.7% | +6.2% |
| 6M | +87.0% | -22.4% | +109.4% | +88.7% |
| YTD | +96.5% | -11.3% | +107.9% | +94.2% |
| 1Y | +92.9% | +13.5% | +79.4% | +87.1% |
| All | +92.9% | +17.2% | +75.7% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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