+144.1%
FTNT vs BROS
+57.4%
+86.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.3% |
| 7D | +1.6% | -6.1% | +7.6% | +2.1% |
| 30D | -1.9% | -12.4% | +10.5% | -0.8% |
| 3M | +14.4% | -27.9% | +42.3% | +17.2% |
| 6M | +88.7% | -16.8% | +105.5% | +89.2% |
| YTD | +100.0% | -29.0% | +129.1% | +103.8% |
| 1Y | +99.9% | -33.2% | +133.1% | +104.3% |
| All | +144.1% | +57.4% | +86.7% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling