+141.6%
FTNT vs BLDR
-56.4%
+198.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | +1.7% | -2.7% | +4.4% | +1.9% |
| 30D | -4.3% | -14.7% | +10.5% | -3.2% |
| 3M | +13.6% | -20.8% | +34.4% | +15.2% |
| 6M | +87.6% | -35.3% | +122.9% | +93.7% |
| YTD | +98.0% | -40.3% | +138.3% | +105.5% |
| 1Y | +96.9% | -56.3% | +153.2% | +111.9% |
| All | +141.6% | -56.4% | +198.0% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling