+187.2%
FTNT vs BTDR
+19.6%
+167.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -1.9% |
| 7D | -0.1% | -3.4% | +3.3% | 0.0% |
| 30D | -3.0% | +32.6% | -35.6% | -4.2% |
| 3M | +7.6% | -32.2% | +39.8% | +8.7% |
| 6M | +87.0% | +52.4% | +34.6% | +81.2% |
| YTD | +96.5% | +6.7% | +89.8% | +92.8% |
| 1Y | +92.9% | -15.2% | +108.2% | +89.6% |
| 3Y | +139.8% | +14.9% | +125.0% | +123.9% |
| 5Y | +151.3% | +20.8% | +130.5% | +126.0% |
| All | +187.2% | +19.6% | +167.6% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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