+189.3%
FTNT vs BTDR
+23.3%
+166.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | 0.0% |
| 7D | +1.7% | +14.8% | -13.1% | +1.1% |
| 30D | -4.3% | +41.8% | -46.1% | -5.7% |
| 3M | +13.6% | -29.2% | +42.8% | +14.6% |
| 6M | +87.6% | +66.2% | +21.4% | +81.1% |
| YTD | +98.0% | +10.0% | +88.0% | +94.1% |
| 1Y | +96.9% | -11.0% | +107.9% | +93.1% |
| 3Y | +145.4% | +6.9% | +138.4% | +129.5% |
| 5Y | +153.0% | +24.7% | +128.3% | +127.2% |
| All | +189.3% | +23.3% | +166.0% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling