+9,359.7%
FTNT vs EFA
+209.8%
+9,149.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.8% |
| 7D | +1.7% | -0.5% | +2.2% | +2.1% |
| 30D | -4.3% | -1.3% | -2.9% | -3.1% |
| 3M | +13.6% | +5.2% | +8.4% | +8.3% |
| 6M | +87.6% | +9.4% | +78.2% | +70.9% |
| YTD | +98.0% | +12.7% | +85.3% | +74.8% |
| 1Y | +96.9% | +19.3% | +77.6% | +65.1% |
| 3Y | +145.4% | +66.3% | +79.1% | +49.6% |
| 5Y | +153.0% | +53.4% | +99.6% | +68.6% |
| 10Y | +2,098.3% | +144.4% | +1,953.8% | +886.2% |
| All | +9,359.7% | +209.8% | +9,149.9% | +3,442.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling