+2,072.5%
FTNT vs BBWI
-55.0%
+2,127.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -2.7% |
| 7D | -0.1% | -4.8% | +4.7% | +0.5% |
| 30D | -3.0% | +3.5% | -6.4% | -3.7% |
| 3M | +7.6% | -0.3% | +7.9% | +7.0% |
| 6M | +87.0% | -5.4% | +92.3% | +85.6% |
| YTD | +96.5% | -4.7% | +101.3% | +94.0% |
| 1Y | +92.9% | -30.5% | +123.4% | +98.8% |
| 3Y | +139.8% | -44.3% | +184.2% | +146.8% |
| 5Y | +151.3% | -66.9% | +218.2% | +175.0% |
| All | +2,072.5% | -55.0% | +2,127.4% | +1,783.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling