+153.0%
FTNT vs ESI
+74.4%
+78.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +1.7% | +3.9% | -2.2% | +0.3% |
| 30D | -4.3% | -3.8% | -0.5% | -2.9% |
| 3M | +13.6% | -13.1% | +26.7% | +18.2% |
| 6M | +87.6% | +11.3% | +76.3% | +72.0% |
| YTD | +98.0% | +44.1% | +53.9% | +59.3% |
| 1Y | +96.9% | +40.3% | +56.6% | +59.2% |
| 3Y | +145.4% | +84.1% | +61.3% | +59.6% |
| 5Y | +153.0% | +75.8% | +77.2% | +69.9% |
| All | +153.0% | +74.4% | +78.5% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling