+92.9%
FTNT vs EFA
+18.9%
+74.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.0% |
| 7D | -0.1% | -1.5% | +1.4% | +0.3% |
| 30D | -3.0% | -1.7% | -1.3% | -2.6% |
| 3M | +7.6% | +3.5% | +4.1% | +6.6% |
| 6M | +87.0% | +9.5% | +77.5% | +79.4% |
| YTD | +96.5% | +12.9% | +83.7% | +81.1% |
| 1Y | +92.9% | +18.2% | +74.7% | +69.0% |
| All | +92.9% | +18.9% | +74.0% | +69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling