+162.8%
FTNT vs IEFA
+50.2%
+112.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.7% |
| 7D | -0.1% | -1.6% | +1.4% | +1.3% |
| 30D | -3.0% | -1.5% | -1.5% | -1.6% |
| 3M | +7.6% | +3.4% | +4.2% | +3.8% |
| 6M | +87.0% | +9.5% | +77.5% | +68.3% |
| YTD | +96.5% | +13.0% | +83.5% | +70.1% |
| 1Y | +92.9% | +18.0% | +74.9% | +59.3% |
| 3Y | +139.8% | +65.4% | +74.5% | +30.8% |
| All | +162.8% | +50.2% | +112.6% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling