+3,676.9%
FTNT vs ESI
+224.6%
+3,452.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -0.9% |
| 7D | -5.8% | +3.3% | -9.2% | -6.7% |
| 30D | -4.8% | -5.9% | +1.1% | -3.1% |
| 3M | +4.4% | -14.1% | +18.5% | +8.3% |
| 6M | +88.8% | +6.6% | +82.2% | +80.5% |
| YTD | +96.8% | +45.0% | +51.8% | +70.0% |
| 1Y | +104.5% | +41.5% | +63.0% | +77.2% |
| 3Y | +156.8% | +78.8% | +78.0% | +101.2% |
| 5Y | +144.1% | +70.9% | +73.2% | +93.4% |
| 10Y | +2,021.8% | +317.1% | +1,704.7% | +1,152.0% |
| All | +3,676.9% | +224.6% | +3,452.3% | +2,184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling