+153.0%
FTNT vs FXI
-6.0%
+159.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +1.7% | -2.8% | +4.5% | +2.5% |
| 30D | -4.3% | -5.3% | +1.1% | -2.9% |
| 3M | +13.6% | +0.3% | +13.3% | +13.3% |
| 6M | +87.6% | -4.6% | +92.2% | +89.4% |
| YTD | +98.0% | -9.1% | +107.1% | +102.3% |
| 1Y | +96.9% | -12.0% | +108.9% | +102.9% |
| 3Y | +145.4% | +38.6% | +106.7% | +114.7% |
| 5Y | +153.0% | -6.6% | +159.5% | +158.3% |
| All | +153.0% | -6.0% | +159.0% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling