+159.2%
FTNT vs BROS
+43.3%
+115.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | -5.8% | -6.7% | +0.8% | -4.9% |
| 30D | -4.8% | -29.1% | +24.3% | +0.1% |
| 3M | +4.4% | -16.7% | +21.1% | +6.6% |
| 6M | +88.8% | -11.6% | +100.4% | +88.8% |
| YTD | +96.8% | -23.9% | +120.7% | +101.6% |
| 1Y | +104.5% | -34.8% | +139.3% | +113.9% |
| 3Y | +156.8% | +62.1% | +94.7% | +110.9% |
| All | +159.2% | +43.3% | +115.8% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling