+2,072.5%
FTNT vs EFA
+146.6%
+1,925.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.7% |
| 7D | -0.1% | -1.5% | +1.4% | +1.3% |
| 30D | -3.0% | -1.7% | -1.3% | -1.4% |
| 3M | +7.6% | +3.5% | +4.1% | +3.6% |
| 6M | +87.0% | +9.5% | +77.5% | +68.1% |
| YTD | +96.5% | +12.9% | +83.7% | +70.6% |
| 1Y | +92.9% | +18.2% | +74.7% | +59.5% |
| 3Y | +139.8% | +64.8% | +75.0% | +36.9% |
| 5Y | +151.3% | +53.9% | +97.4% | +55.7% |
| All | +2,072.5% | +146.6% | +1,925.9% | +735.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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