+136.0%
FTNT vs BTSG
+389.4%
-253.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.0% |
| 7D | -0.1% | -3.3% | +3.2% | +0.4% |
| 30D | -3.0% | -1.6% | -1.4% | -2.9% |
| 3M | +7.6% | -6.9% | +14.5% | +7.5% |
| 6M | +87.0% | +42.1% | +44.9% | +69.6% |
| YTD | +96.5% | +56.8% | +39.7% | +73.8% |
| 1Y | +92.9% | +109.8% | -16.9% | +59.3% |
| All | +136.0% | +389.4% | -253.4% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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