+62.4%
EWY vs FTNT
+49.6%
+12.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | -8.3% | -25.7% | +17.4% | -5.3% |
| 30D | -20.5% | -29.7% | +9.2% | -17.5% |
| 3M | -11.1% | -23.1% | +12.0% | -8.3% |
| 6M | -7.0% | +45.0% | -52.0% | -9.3% |
| YTD | +56.5% | +62.9% | -6.5% | +50.2% |
| 1Y | +62.4% | +51.8% | +10.6% | +58.7% |
| All | +62.4% | +49.6% | +12.8% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling