+75.4%
FTNT vs BIL
+19.8%
+55.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +2.9% |
| 7D | -3.0% | +0.1% | -3.0% | -3.5% |
| 30D | -37.1% | 0.0% | -37.1% | -36.2% |
| 3M | -23.3% | +0.6% | -23.9% | -23.4% |
| 6M | +7.4% | +1.5% | +5.9% | +3.3% |
| YTD | +54.2% | +2.8% | +51.5% | +40.8% |
| 1Y | +49.7% | +3.3% | +46.4% | +34.1% |
| 3Y | +146.6% | +13.4% | +133.2% | +76.2% |
| 5Y | +75.4% | +19.8% | +55.6% | -10.5% |
| All | +75.4% | +19.8% | +55.6% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling