+139.8%
FTNT vs EWZ
+46.3%
+93.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -0.1% | +0.9% | -1.0% | -0.3% |
| 30D | -3.0% | +12.8% | -15.8% | -5.5% |
| 3M | +7.6% | +10.8% | -3.2% | +5.1% |
| 6M | +87.0% | +2.5% | +84.4% | +84.1% |
| YTD | +96.5% | +21.4% | +75.2% | +83.4% |
| 1Y | +92.9% | +32.8% | +60.1% | +74.3% |
| 3Y | +139.8% | +45.2% | +94.7% | +104.5% |
| All | +139.8% | +46.3% | +93.6% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling