+9,303.7%
FTNT vs FXI
+16.7%
+9,287.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.7% |
| 7D | -5.8% | +1.0% | -6.9% | -6.3% |
| 30D | -4.8% | -0.6% | -4.2% | -4.7% |
| 3M | +4.4% | +1.9% | +2.5% | +3.3% |
| 6M | +88.8% | -0.2% | +88.9% | +87.8% |
| YTD | +96.8% | -5.6% | +102.4% | +100.3% |
| 1Y | +104.5% | -4.7% | +109.1% | +106.9% |
| 3Y | +156.8% | +38.0% | +118.7% | +107.4% |
| 5Y | +144.1% | -2.7% | +146.7% | +128.0% |
| 10Y | +2,021.8% | +19.9% | +2,001.9% | +1,614.7% |
| All | +9,303.7% | +16.7% | +9,287.0% | +6,976.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling