+9,303.7%
FTNT vs EWT
+775.3%
+8,528.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -1.3% |
| 7D | -5.8% | +4.0% | -9.8% | -8.3% |
| 30D | -4.8% | +10.3% | -15.1% | -10.9% |
| 3M | +4.4% | +6.1% | -1.7% | -1.3% |
| 6M | +88.8% | +56.6% | +32.1% | +34.7% |
| YTD | +96.8% | +76.6% | +20.2% | +28.4% |
| 1Y | +104.5% | +97.9% | +6.6% | +22.6% |
| 3Y | +156.8% | +198.0% | -41.2% | +10.0% |
| 5Y | +144.1% | +151.8% | -7.7% | +19.2% |
| 10Y | +2,021.8% | +514.1% | +1,507.6% | +453.2% |
| All | +9,303.7% | +775.3% | +8,528.4% | +1,854.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling