+2,072.5%
FTNT vs EWT
+523.5%
+1,548.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -3.0% |
| 7D | -0.1% | -1.1% | +1.0% | +0.5% |
| 30D | -3.0% | +4.5% | -7.4% | -5.9% |
| 3M | +7.6% | +8.3% | -0.7% | +0.3% |
| 6M | +87.0% | +54.2% | +32.7% | +33.2% |
| YTD | +96.5% | +74.6% | +22.0% | +26.8% |
| 1Y | +92.9% | +84.9% | +8.0% | +18.7% |
| 3Y | +139.8% | +197.5% | -57.7% | -3.9% |
| 5Y | +151.3% | +150.6% | +0.7% | +16.8% |
| All | +2,072.5% | +523.5% | +1,548.9% | +413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling