+9,303.7%
FTNT vs BBWI
+213.2%
+9,090.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.6% |
| 7D | -5.8% | +1.5% | -7.4% | -6.1% |
| 30D | -4.8% | -5.2% | +0.4% | -4.1% |
| 3M | +4.4% | +11.1% | -6.7% | +1.5% |
| 6M | +88.8% | -13.4% | +102.2% | +90.4% |
| YTD | +96.8% | +0.1% | +96.7% | +91.7% |
| 1Y | +104.5% | -36.1% | +140.6% | +116.1% |
| 3Y | +156.8% | -44.1% | +200.9% | +165.7% |
| 5Y | +144.1% | -66.2% | +210.3% | +173.7% |
| 10Y | +2,021.8% | -54.8% | +2,076.5% | +1,946.1% |
| All | +9,303.7% | +213.2% | +9,090.5% | +4,061.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling