+303.5%
EWY vs FTNT
+2,095.7%
-1,792.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.6% |
| 7D | -0.1% | -0.1% | +0.1% | -0.1% |
| 30D | +7.3% | -3.0% | +10.3% | +7.7% |
| 3M | -5.1% | +7.6% | -12.7% | -7.1% |
| 6M | +42.1% | +87.0% | -44.9% | +22.8% |
| YTD | +94.1% | +96.5% | -2.4% | +65.5% |
| 1Y | +147.8% | +92.9% | +54.9% | +111.9% |
| 3Y | +222.9% | +139.8% | +83.1% | +154.2% |
| 5Y | +150.6% | +151.3% | -0.7% | +84.3% |
| All | +303.5% | +2,095.7% | -1,792.2% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling