+152.9%
FTNT vs EWT
+157.5%
-4.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +7.1% | +9.1% | -2.1% | +3.4% |
| 30D | -30.9% | -12.2% | -18.7% | -27.4% |
| 3M | -23.1% | -9.4% | -13.7% | -20.4% |
| 6M | +8.1% | +2.7% | +5.4% | +5.2% |
| YTD | +60.2% | +53.3% | +6.9% | +28.5% |
| 1Y | +57.0% | +59.2% | -2.2% | +23.4% |
| 3Y | +152.9% | +157.1% | -4.2% | +46.1% |
| All | +152.9% | +157.5% | -4.6% | +46.1% |
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