+439.0%
EWY vs FTNT
+9,162.9%
-8,723.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +8.0% | -2.7% | +10.7% | +8.6% |
| 30D | +14.3% | -1.4% | +15.7% | +14.3% |
| 3M | +2.3% | +10.1% | -7.8% | -0.1% |
| 6M | +49.9% | +88.2% | -38.3% | +30.5% |
| YTD | +95.3% | +98.3% | -3.0% | +67.8% |
| 1Y | +161.7% | +96.0% | +65.8% | +125.2% |
| 3Y | +230.2% | +145.8% | +84.4% | +162.7% |
| 5Y | +148.1% | +154.6% | -6.5% | +87.3% |
| 10Y | +293.2% | +2,063.6% | -1,770.5% | +83.2% |
| All | +439.0% | +9,162.9% | -8,723.9% | +59.6% |
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 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