+162.8%
FTNT vs BLDR
+10.9%
+151.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.1% | -2.2% |
| 7D | -0.1% | -8.2% | +8.1% | +1.6% |
| 30D | -3.0% | -16.6% | +13.7% | +0.5% |
| 3M | +7.6% | -23.2% | +30.8% | +12.5% |
| 6M | +87.0% | -33.7% | +120.7% | +100.5% |
| YTD | +96.5% | -41.3% | +137.9% | +115.4% |
| 1Y | +92.9% | -58.8% | +151.7% | +131.2% |
| 3Y | +139.8% | -57.5% | +197.3% | +160.3% |
| All | +162.8% | +10.9% | +151.9% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling