+2,111.2%
FTNT vs BLDR
+372.1%
+1,739.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +1.9% |
| 7D | +1.6% | -8.1% | +9.7% | +3.4% |
| 30D | -1.9% | -21.5% | +19.6% | +3.3% |
| 3M | +14.4% | -21.0% | +35.4% | +19.1% |
| 6M | +88.7% | -37.1% | +125.7% | +105.2% |
| YTD | +100.0% | -42.7% | +142.7% | +120.8% |
| 1Y | +99.9% | -58.0% | +157.8% | +136.9% |
| 3Y | +147.9% | -57.8% | +205.8% | +176.6% |
| 5Y | +155.8% | +10.3% | +145.5% | +111.6% |
| All | +2,111.2% | +372.1% | +1,739.0% | +1,117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling