+9,359.7%
FTNT vs BR
+950.5%
+8,409.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +1.7% | -5.0% | +6.7% | +5.0% |
| 30D | -4.3% | -2.5% | -1.8% | -2.9% |
| 3M | +13.6% | +13.5% | +0.1% | +3.4% |
| 6M | +87.6% | -9.4% | +97.0% | +96.8% |
| YTD | +98.0% | -23.3% | +121.3% | +129.3% |
| 1Y | +96.9% | -31.6% | +128.5% | +145.9% |
| 3Y | +145.4% | -5.1% | +150.5% | +138.3% |
| 5Y | +153.0% | +8.2% | +144.8% | +122.0% |
| 10Y | +2,098.3% | +189.8% | +1,908.4% | +832.2% |
| All | +9,359.7% | +950.5% | +8,409.2% | +1,469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling