+162.8%
FTNT vs BTG
+78.0%
+84.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | -0.1% | -3.8% | +3.6% | +0.3% |
| 30D | -3.0% | +3.6% | -6.6% | -3.5% |
| 3M | +7.6% | +32.0% | -24.4% | +3.3% |
| 6M | +87.0% | +3.4% | +83.6% | +84.2% |
| YTD | +96.5% | +20.8% | +75.8% | +89.0% |
| 1Y | +92.9% | +22.4% | +70.5% | +84.1% |
| 3Y | +139.8% | +91.7% | +48.1% | +111.1% |
| All | +162.8% | +78.0% | +84.8% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling