+138.2%
FTNT vs BTSG
+421.3%
-283.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.3% | +0.2% |
| 7D | -2.7% | +5.7% | -8.5% | -3.7% |
| 30D | -1.4% | +0.2% | -1.6% | -1.5% |
| 3M | +10.1% | +5.6% | +4.4% | +7.4% |
| 6M | +88.2% | +50.8% | +37.4% | +69.1% |
| YTD | +98.3% | +67.0% | +31.3% | +73.6% |
| 1Y | +96.0% | +145.5% | -49.6% | +56.6% |
| All | +138.2% | +421.3% | -283.2% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling