+9,374.7%
FTNT vs EWJ
+250.3%
+9,124.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.7% | +2.9% | -5.6% | -4.9% |
| 30D | -1.4% | +1.1% | -2.5% | -2.3% |
| 3M | +10.1% | +7.1% | +3.0% | +3.8% |
| 6M | +88.2% | +16.2% | +72.0% | +65.0% |
| YTD | +98.3% | +22.0% | +76.3% | +66.5% |
| 1Y | +96.0% | +26.2% | +69.7% | +59.8% |
| 3Y | +145.8% | +73.5% | +72.3% | +51.3% |
| 5Y | +154.6% | +52.7% | +101.9% | +74.6% |
| 10Y | +2,063.6% | +138.5% | +1,925.2% | +960.9% |
| All | +9,374.7% | +250.3% | +9,124.4% | +3,339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling