+1,910.4%
FTNT vs ESI
+318.1%
+1,592.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +7.1% | +5.5% | +1.5% | +5.1% |
| 30D | -30.9% | -7.8% | -23.1% | -29.1% |
| 3M | -23.1% | -15.0% | -8.1% | -19.2% |
| 6M | +8.1% | -24.9% | +33.0% | +17.0% |
| YTD | +60.2% | +33.2% | +27.0% | +36.1% |
| 1Y | +57.0% | +24.9% | +32.1% | +36.3% |
| 3Y | +152.9% | +77.8% | +75.2% | +83.2% |
| 5Y | +85.9% | +37.1% | +48.8% | +47.1% |
| All | +1,910.4% | +318.1% | +1,592.4% | +932.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling