+144.1%
FTNT vs EWT
+193.0%
-48.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +2.0% |
| 7D | +1.6% | -1.1% | +2.7% | +2.0% |
| 30D | -1.9% | +4.8% | -6.7% | -3.7% |
| 3M | +14.4% | +11.1% | +3.2% | +8.7% |
| 6M | +88.7% | +54.6% | +34.0% | +53.7% |
| YTD | +100.0% | +71.4% | +28.6% | +54.2% |
| 1Y | +99.9% | +82.1% | +17.8% | +49.3% |
| All | +144.1% | +193.0% | -48.9% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling