+3,983.6%
FTNT vs IEFA
+211.8%
+3,771.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.9% |
| 7D | +1.7% | -0.5% | +2.2% | +2.2% |
| 30D | -4.3% | -1.1% | -3.2% | -3.3% |
| 3M | +13.6% | +5.1% | +8.5% | +8.0% |
| 6M | +87.6% | +9.3% | +78.3% | +69.6% |
| YTD | +98.0% | +13.0% | +85.0% | +72.7% |
| 1Y | +96.9% | +19.2% | +77.8% | +62.7% |
| 3Y | +145.4% | +67.0% | +78.4% | +41.8% |
| 5Y | +153.0% | +51.1% | +101.9% | +63.6% |
| 10Y | +2,098.3% | +146.5% | +1,951.8% | +789.1% |
| All | +3,983.6% | +211.8% | +3,771.8% | +1,179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling