+158.8%
FTNT vs BROS
+35.1%
+123.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.9% |
| 7D | -0.1% | -5.8% | +5.6% | +0.8% |
| 30D | -3.0% | -14.0% | +11.0% | -0.8% |
| 3M | +7.6% | -32.5% | +40.1% | +13.6% |
| 6M | +87.0% | -14.9% | +101.9% | +88.1% |
| YTD | +96.5% | -28.3% | +124.8% | +103.1% |
| 1Y | +92.9% | -34.0% | +126.9% | +101.4% |
| 3Y | +139.8% | +63.0% | +76.9% | +96.2% |
| All | +158.8% | +35.1% | +123.7% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling