+139.8%
FTNT vs IEFA
+65.7%
+74.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.4% |
| 7D | -0.1% | -1.6% | +1.4% | +0.8% |
| 30D | -3.0% | -1.5% | -1.5% | -2.1% |
| 3M | +7.6% | +3.4% | +4.2% | +5.1% |
| 6M | +87.0% | +9.5% | +77.5% | +74.2% |
| YTD | +96.5% | +13.0% | +83.5% | +77.8% |
| 1Y | +92.9% | +18.0% | +74.9% | +68.5% |
| 3Y | +139.8% | +65.4% | +74.5% | +61.3% |
| All | +139.8% | +65.7% | +74.1% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 3y: compounded portfolio wealth divided by compounded IEFA 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…
3y analysis · Full analysis span regression · 6 months rolling