+139.8%
FTNT vs BRO
-7.6%
+147.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -0.1% | -7.3% | +7.2% | +1.0% |
| 30D | -3.0% | -6.9% | +3.9% | -2.1% |
| 3M | +7.6% | +10.7% | -3.1% | +4.5% |
| 6M | +87.0% | -2.7% | +89.6% | +85.7% |
| YTD | +96.5% | -16.3% | +112.9% | +101.1% |
| 1Y | +92.9% | -29.1% | +122.0% | +104.4% |
| 3Y | +139.8% | -7.8% | +147.7% | +128.9% |
| All | +139.8% | -7.6% | +147.5% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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