+99.9%
FTNT vs ESI
+34.0%
+65.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.6% |
| 7D | +1.6% | -2.3% | +3.9% | +1.9% |
| 30D | -1.9% | -9.0% | +7.2% | -0.8% |
| 3M | +14.4% | -13.3% | +27.6% | +15.6% |
| 6M | +88.7% | +5.3% | +83.4% | +81.8% |
| YTD | +100.0% | +37.6% | +62.4% | +76.6% |
| 1Y | +99.9% | +33.6% | +66.3% | +77.8% |
| All | +99.9% | +34.0% | +65.8% | +77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling