+51.8%
FTNT vs EWJ
+18.0%
+33.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -25.7% | -1.2% | -24.5% | -25.4% |
| 30D | -29.7% | -5.5% | -24.3% | -28.6% |
| 3M | -23.1% | -0.8% | -22.3% | -23.1% |
| 6M | +45.0% | +7.1% | +37.9% | +41.3% |
| YTD | +62.9% | +16.9% | +46.1% | +51.6% |
| 1Y | +51.8% | +18.2% | +33.6% | +40.0% |
| All | +51.8% | +18.0% | +33.9% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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