+139.8%
FTNT vs BITO
+149.6%
-9.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | -3.4% | +3.3% | +0.2% |
| 30D | -3.0% | +21.4% | -24.4% | -4.9% |
| 3M | +7.6% | +20.5% | -12.9% | +5.4% |
| 6M | +87.0% | +7.4% | +79.6% | +84.8% |
| YTD | +96.5% | -13.9% | +110.4% | +97.5% |
| 1Y | +92.9% | -35.1% | +128.0% | +99.0% |
| 3Y | +139.8% | +156.8% | -17.0% | +104.1% |
| All | +139.8% | +149.6% | -9.8% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling