+144.1%
FTNT vs BTDR
+0.6%
+143.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.3% |
| 7D | +1.6% | -3.2% | +4.8% | +1.7% |
| 30D | -1.9% | +32.7% | -34.6% | -3.2% |
| 3M | +14.4% | -28.4% | +42.8% | +15.4% |
| 6M | +88.7% | +51.7% | +36.9% | +82.5% |
| YTD | +100.0% | +2.9% | +97.2% | +96.4% |
| 1Y | +99.9% | -15.5% | +115.3% | +96.2% |
| All | +144.1% | +0.6% | +143.5% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling