+162.8%
FTNT vs EWJ
+50.5%
+112.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -3.5% |
| 7D | -0.1% | +0.3% | -0.4% | -0.4% |
| 30D | -3.0% | +0.8% | -3.8% | -3.7% |
| 3M | +7.6% | +7.5% | +0.1% | +0.8% |
| 6M | +87.0% | +15.6% | +71.4% | +63.5% |
| YTD | +96.5% | +22.7% | +73.8% | +61.8% |
| 1Y | +92.9% | +26.4% | +66.5% | +54.2% |
| 3Y | +139.8% | +72.5% | +67.3% | +33.9% |
| All | +162.8% | +50.5% | +112.3% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling