+2,072.5%
FTNT vs BR
+189.7%
+1,882.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -0.1% | -3.0% | +2.8% | +1.6% |
| 30D | -3.0% | -0.3% | -2.7% | -3.0% |
| 3M | +7.6% | +17.3% | -9.7% | -3.3% |
| 6M | +87.0% | -6.7% | +93.7% | +92.5% |
| YTD | +96.5% | -23.4% | +120.0% | +126.8% |
| 1Y | +92.9% | -32.7% | +125.6% | +141.6% |
| 3Y | +139.8% | -5.9% | +145.8% | +134.4% |
| 5Y | +151.3% | +8.4% | +142.9% | +119.4% |
| All | +2,072.5% | +189.7% | +1,882.8% | +1,028.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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