+1,947.1%
FTNT vs BIL
+26.1%
+1,921.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +5.7% | +0.1% | +5.7% | +5.8% |
| 30D | -32.1% | +0.3% | -32.4% | -31.8% |
| 3M | -19.5% | +0.9% | -20.4% | -18.7% |
| 6M | +13.8% | +1.8% | +11.9% | +15.3% |
| YTD | +63.1% | +3.1% | +60.0% | +67.2% |
| 1Y | +57.7% | +3.7% | +54.0% | +62.6% |
| 3Y | +154.9% | +13.8% | +141.1% | +211.0% |
| 5Y | +89.3% | +20.2% | +69.1% | +151.7% |
| All | +1,947.1% | +26.1% | +1,921.0% | +3,044.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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