+104.5%
FTNT vs EWZ
+36.3%
+68.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -5.8% | +6.5% | -12.3% | -6.0% |
| 30D | -4.8% | +4.8% | -9.6% | -4.9% |
| 3M | +4.4% | +9.9% | -5.5% | +4.0% |
| 6M | +88.8% | +1.9% | +86.8% | +84.5% |
| YTD | +96.8% | +20.3% | +76.5% | +84.0% |
| 1Y | +104.5% | +35.6% | +68.8% | +74.0% |
| All | +104.5% | +36.3% | +68.1% | +74.0% |
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