+51.8%
FTNT vs BROS
-18.6%
+70.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | -25.7% | +2.5% | -28.1% | -25.6% |
| 30D | -29.7% | +15.1% | -44.8% | -29.6% |
| 3M | -23.1% | -31.4% | +8.3% | -22.5% |
| 6M | +45.0% | -22.6% | +67.6% | +45.6% |
| YTD | +62.9% | -28.1% | +91.1% | +61.5% |
| 1Y | +51.8% | -20.3% | +72.1% | +47.6% |
| All | +51.8% | -18.6% | +70.4% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling