+2,111.2%
FTNT vs FXI
+16.6%
+2,094.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +1.6% | -2.8% | +4.4% | +2.7% |
| 30D | -1.9% | -3.7% | +1.8% | -0.6% |
| 3M | +14.4% | -0.4% | +14.8% | +14.3% |
| 6M | +88.7% | -5.4% | +94.1% | +91.9% |
| YTD | +100.0% | -9.6% | +109.7% | +106.7% |
| 1Y | +99.9% | -11.9% | +111.8% | +108.4% |
| 3Y | +147.9% | +37.8% | +110.1% | +104.6% |
| 5Y | +155.8% | -7.0% | +162.9% | +153.3% |
| All | +2,111.2% | +16.6% | +2,094.6% | +1,815.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 10y: compounded portfolio wealth divided by compounded FXI 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…
10y analysis · Full analysis span regression · 6 months rolling