+2,098.3%
FTNT vs BIL
+25.2%
+2,073.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | +0.1% | +1.7% | +1.8% |
| 30D | -4.3% | +0.3% | -4.5% | -4.0% |
| 3M | +13.6% | +0.9% | +12.7% | +14.3% |
| 6M | +87.6% | +1.8% | +85.8% | +90.0% |
| YTD | +98.0% | +2.5% | +95.5% | +101.8% |
| 1Y | +96.9% | +3.7% | +93.2% | +103.9% |
| 3Y | +145.4% | +14.1% | +131.3% | +208.6% |
| 5Y | +153.0% | +19.4% | +133.6% | +244.5% |
| 10Y | +2,098.3% | +25.2% | +2,073.0% | +3,491.7% |
| All | +2,098.3% | +25.2% | +2,073.0% | +3,491.7% |
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