+104.5%
FTNT vs BITO
-30.5%
+135.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.4% | +0.3% |
| 7D | -5.8% | +2.9% | -8.7% | -6.2% |
| 30D | -4.8% | +22.6% | -27.4% | -7.3% |
| 3M | +4.4% | +24.7% | -20.2% | +1.2% |
| 6M | +88.8% | +7.5% | +81.3% | +85.7% |
| YTD | +96.8% | -10.8% | +107.6% | +94.1% |
| 1Y | +104.5% | -29.9% | +134.4% | +117.7% |
| All | +104.5% | -30.5% | +135.0% | +117.7% |
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