+145.8%
FTNT vs BBWI
-44.4%
+190.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.0% |
| 7D | -2.7% | +1.6% | -4.3% | -2.8% |
| 30D | -1.4% | -6.2% | +4.9% | -1.0% |
| 3M | +10.1% | +4.3% | +5.7% | +9.5% |
| 6M | +88.2% | -7.2% | +95.4% | +88.2% |
| YTD | +98.3% | -3.0% | +101.3% | +97.1% |
| 1Y | +96.0% | -30.8% | +126.7% | +100.9% |
| 3Y | +145.8% | -43.4% | +189.2% | +163.2% |
| All | +145.8% | -44.4% | +190.2% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling