+162.8%
FTNT vs EFA
+52.4%
+110.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.5% |
| 3M | +7.6% | +3.5% | +4.1% | +3.7% |
| 6M | +87.0% | +9.5% | +77.5% | +68.2% |
| YTD | +96.5% | +12.9% | +83.7% | +70.2% |
| 1Y | +92.9% | +18.2% | +74.7% | +58.7% |
| 3Y | +139.8% | +64.8% | +75.0% | +30.7% |
| All | +162.8% | +52.4% | +110.4% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling