+144.1%
FTNT vs EWJ
+69.3%
+74.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +1.6% | -1.5% | +3.1% | +2.4% |
| 30D | -1.9% | +0.2% | -2.0% | -2.0% |
| 3M | +14.4% | +8.6% | +5.8% | +8.9% |
| 6M | +88.7% | +12.1% | +76.5% | +75.5% |
| YTD | +100.0% | +20.1% | +79.9% | +77.7% |
| 1Y | +99.9% | +25.2% | +74.7% | +72.7% |
| All | +144.1% | +69.3% | +74.8% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling