+51.8%
FTNT vs BITO
-25.7%
+77.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.5% |
| 7D | -25.7% | -1.9% | -23.7% | -25.4% |
| 30D | -29.7% | -6.7% | -23.0% | -29.0% |
| 3M | -23.1% | +23.1% | -46.2% | -25.0% |
| 6M | +45.0% | -2.0% | +47.0% | +45.0% |
| YTD | +62.9% | -11.4% | +74.3% | +58.3% |
| 1Y | +51.8% | -23.4% | +75.2% | +50.1% |
| All | +51.8% | -25.7% | +77.5% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 1y: compounded portfolio wealth divided by compounded BITO 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…
1y analysis · Full analysis span regression · 6 months rolling