+154.7%
FTNT vs BBWI
-22.8%
+177.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.6% |
| 7D | -1.0% | -7.7% | +6.7% | -0.5% |
| 30D | -33.6% | +24.8% | -58.4% | -34.7% |
| 3M | -20.9% | +16.2% | -37.1% | -22.0% |
| 6M | +11.0% | +15.8% | -4.9% | +9.1% |
| YTD | +61.3% | +11.4% | +49.9% | +58.3% |
| 1Y | +53.1% | +3.2% | +49.9% | +50.9% |
| All | +154.7% | -22.8% | +177.5% | +159.6% |
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 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