+155.8%
FTNT vs EWZ
+60.3%
+95.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +1.6% | +1.1% | +0.5% | +1.3% |
| 30D | -1.9% | +13.5% | -15.4% | -5.3% |
| 3M | +14.4% | +15.2% | -0.9% | +9.8% |
| 6M | +88.7% | +3.7% | +84.9% | +85.1% |
| YTD | +100.0% | +22.5% | +77.5% | +85.7% |
| 1Y | +99.9% | +35.3% | +64.6% | +79.3% |
| 3Y | +147.9% | +50.2% | +97.7% | +111.6% |
| 5Y | +155.8% | +64.6% | +91.2% | +111.5% |
| All | +155.8% | +60.3% | +95.5% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling