+2,111.2%
FTNT vs ESI
+310.7%
+1,800.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +2.6% |
| 7D | +1.6% | -2.3% | +3.9% | +2.3% |
| 30D | -1.9% | -9.0% | +7.2% | +1.3% |
| 3M | +14.4% | -13.3% | +27.6% | +18.9% |
| 6M | +88.7% | +5.3% | +83.4% | +79.2% |
| YTD | +100.0% | +37.6% | +62.4% | +70.1% |
| 1Y | +99.9% | +33.6% | +66.3% | +70.9% |
| 3Y | +147.9% | +75.8% | +72.2% | +83.4% |
| 5Y | +155.8% | +68.6% | +87.2% | +91.4% |
| All | +2,111.2% | +310.7% | +1,800.4% | +1,099.8% |
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