+153.0%
FTNT vs BBWI
-68.8%
+221.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | +0.9% |
| 7D | +1.7% | -4.4% | +6.2% | +2.4% |
| 30D | -4.3% | -7.4% | +3.1% | -3.3% |
| 3M | +13.6% | -2.2% | +15.8% | +13.3% |
| 6M | +87.6% | -16.3% | +103.9% | +90.3% |
| YTD | +98.0% | -9.1% | +107.1% | +96.7% |
| 1Y | +96.9% | -34.5% | +131.4% | +106.9% |
| 3Y | +145.4% | -47.0% | +192.3% | +154.4% |
| 5Y | +153.0% | -68.8% | +221.8% | +242.8% |
| All | +153.0% | -68.8% | +221.8% | +242.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling