+43.6%
EEM vs FTNT
+153.6%
-110.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -0.7% | +1.6% | -2.3% | -0.9% |
| 30D | +2.4% | -1.9% | +4.3% | +2.5% |
| 3M | +4.2% | +14.4% | -10.2% | +2.0% |
| 6M | +14.8% | +88.7% | -73.9% | +4.5% |
| YTD | +23.1% | +100.0% | -76.9% | +11.0% |
| 1Y | +32.5% | +99.9% | -67.3% | +19.4% |
| 3Y | +85.9% | +147.9% | -62.0% | +58.8% |
| 5Y | +43.6% | +155.8% | -112.2% | +15.5% |
| All | +43.6% | +153.6% | -110.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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