+9,303.7%
FTNT vs BIL
+24.9%
+9,278.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -4.8% | +0.3% | -5.1% | -4.7% |
| 3M | +4.4% | +0.9% | +3.5% | +4.5% |
| 6M | +88.8% | +1.8% | +86.9% | +89.5% |
| YTD | +96.8% | +2.4% | +94.4% | +98.0% |
| 1Y | +104.5% | +3.7% | +100.7% | +107.3% |
| 3Y | +156.8% | +14.2% | +142.6% | +182.5% |
| 5Y | +144.1% | +19.4% | +124.6% | +175.7% |
| 10Y | +2,021.8% | +25.2% | +1,996.6% | +2,391.6% |
| All | +9,303.7% | +24.9% | +9,278.9% | +10,901.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling