+2,072.5%
FTNT vs BTG
+159.3%
+1,913.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | -0.1% | -3.8% | +3.6% | +0.2% |
| 30D | -3.0% | +3.6% | -6.6% | -3.4% |
| 3M | +7.6% | +32.0% | -24.4% | +4.4% |
| 6M | +87.0% | +3.4% | +83.6% | +84.9% |
| YTD | +96.5% | +20.8% | +75.8% | +91.1% |
| 1Y | +92.9% | +22.4% | +70.5% | +86.7% |
| 3Y | +139.8% | +91.7% | +48.1% | +120.1% |
| 5Y | +151.3% | +79.0% | +72.3% | +130.1% |
| All | +2,072.5% | +159.3% | +1,913.2% | +1,987.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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