+212.8%
EWY vs FTNT
+145.1%
+67.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.2% | -4.4% |
| 7D | +1.2% | +1.6% | -0.4% | +1.0% |
| 30D | +9.3% | -1.9% | +11.2% | +9.4% |
| 3M | +2.4% | +14.4% | -12.0% | 0.0% |
| 6M | +40.3% | +88.7% | -48.4% | +27.1% |
| YTD | +88.0% | +100.0% | -12.0% | +68.5% |
| 1Y | +143.8% | +99.9% | +44.0% | +118.7% |
| All | +212.8% | +145.1% | +67.7% | +182.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling