+140.2%
FTNT vs BTSG
+382.3%
-242.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.6% | +7.7% | +2.2% |
| 7D | +1.6% | -5.8% | +7.4% | +2.5% |
| 30D | -1.9% | 0.0% | -1.9% | -2.1% |
| 3M | +14.4% | -4.5% | +18.9% | +13.6% |
| 6M | +88.7% | +40.0% | +48.6% | +71.6% |
| YTD | +100.0% | +54.6% | +45.5% | +77.4% |
| 1Y | +99.9% | +106.1% | -6.3% | +65.5% |
| All | +140.2% | +382.3% | -242.1% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling