+152.9%
FTNT vs BLDR
-50.7%
+203.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | +7.1% | -3.0% | +10.0% | +7.1% |
| 30D | -30.9% | +20.1% | -51.0% | -31.5% |
| 3M | -23.1% | -17.5% | -5.6% | -21.9% |
| 6M | +8.1% | -16.1% | +24.2% | +9.1% |
| YTD | +60.2% | -41.0% | +101.2% | +66.7% |
| 1Y | +57.0% | -41.6% | +98.6% | +63.3% |
| 3Y | +152.9% | -50.8% | +203.7% | +149.1% |
| All | +152.9% | -50.7% | +203.6% | +149.1% |
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