+152.9%
FTNT vs BROS
+30.6%
+122.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.5% | -8.3% | -2.3% |
| 7D | +7.1% | +6.3% | +0.7% | +6.5% |
| 30D | -30.9% | -8.3% | -22.5% | -30.6% |
| 3M | -23.1% | -29.8% | +6.7% | -21.1% |
| 6M | +8.1% | -25.8% | +33.9% | +9.9% |
| YTD | +60.2% | -41.4% | +101.6% | +65.1% |
| 1Y | +57.0% | -35.2% | +92.2% | +59.7% |
| 3Y | +152.9% | +32.8% | +120.2% | +125.2% |
| All | +152.9% | +30.6% | +122.3% | +125.2% |
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