+136.1%
EEM vs FTNT
+9,162.9%
-9,026.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +3.1% | -2.7% | +5.8% | +3.6% |
| 30D | +4.9% | -1.4% | +6.2% | +4.9% |
| 3M | +5.2% | +10.1% | -4.9% | +2.8% |
| 6M | +20.7% | +88.2% | -67.5% | +5.4% |
| YTD | +26.5% | +98.3% | -71.8% | +9.0% |
| 1Y | +37.8% | +96.0% | -58.1% | +18.9% |
| 3Y | +91.0% | +145.8% | -54.8% | +51.9% |
| 5Y | +47.0% | +154.6% | -107.6% | +10.4% |
| 10Y | +125.6% | +2,063.6% | -1,938.1% | +1.6% |
| All | +136.1% | +9,162.9% | -9,026.9% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling