+1,910.4%
FTNT vs BIL
+25.6%
+1,884.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.2% |
| 30D | -33.6% | 0.0% | -33.6% | -33.1% |
| 3M | -20.9% | +0.6% | -21.5% | -19.7% |
| 6M | +11.0% | +1.5% | +9.5% | +13.0% |
| YTD | +61.3% | +2.8% | +58.5% | +66.2% |
| 1Y | +53.1% | +3.3% | +49.8% | +58.8% |
| 3Y | +152.1% | +13.4% | +138.6% | +211.2% |
| 5Y | +90.1% | +19.8% | +70.3% | +157.4% |
| 10Y | +1,910.4% | +25.7% | +1,884.6% | +3,108.6% |
| All | +1,910.4% | +25.6% | +1,884.7% | +3,108.6% |
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