+51.8%
FTNT vs EWZ
+7.8%
+44.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +1.0% |
| 7D | -25.7% | -4.1% | -21.6% | -25.6% |
| 30D | -29.7% | -25.0% | -4.8% | -29.9% |
| 3M | -23.1% | -10.6% | -12.5% | -23.0% |
| 6M | +45.0% | -16.6% | +61.6% | +43.3% |
| YTD | +62.9% | +2.5% | +60.5% | +56.2% |
| 1Y | +51.8% | +8.1% | +43.8% | +35.8% |
| All | +51.8% | +7.8% | +44.0% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling