+7,554.6%
FTNT vs BLDR
+1,769.1%
+5,785.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | +7.1% | -3.0% | +10.0% | +7.6% |
| 30D | -30.9% | +20.1% | -51.0% | -34.0% |
| 3M | -23.1% | -17.5% | -5.6% | -21.5% |
| 6M | +8.1% | -16.1% | +24.2% | +8.9% |
| YTD | +60.2% | -41.0% | +101.2% | +70.9% |
| 1Y | +57.0% | -41.6% | +98.6% | +67.4% |
| 3Y | +152.9% | -50.8% | +203.7% | +167.9% |
| 5Y | +85.9% | -10.8% | +96.7% | +70.1% |
| 10Y | +1,896.5% | +486.3% | +1,410.3% | +1,109.4% |
| All | +7,554.6% | +1,769.1% | +5,785.5% | +3,082.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling