+9,374.7%
FTNT vs EWZ
+3.3%
+9,371.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.1% |
| 7D | -2.7% | +5.6% | -8.3% | -4.5% |
| 30D | -1.4% | +9.3% | -10.6% | -4.3% |
| 3M | +10.1% | +15.7% | -5.6% | +4.8% |
| 6M | +88.2% | +7.4% | +80.8% | +82.3% |
| YTD | +98.3% | +22.7% | +75.6% | +83.4% |
| 1Y | +96.0% | +36.4% | +59.6% | +74.7% |
| 3Y | +145.8% | +50.4% | +95.4% | +109.2% |
| 5Y | +154.6% | +67.6% | +87.0% | +104.6% |
| 10Y | +2,063.6% | +84.1% | +1,979.6% | +1,414.1% |
| All | +9,374.7% | +3.3% | +9,371.4% | +8,055.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling