+2,024.1%
FTNT vs BURL
+215.5%
+1,808.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.6% |
| 7D | -5.8% | -2.8% | -3.1% | -5.3% |
| 30D | -4.8% | -28.2% | +23.4% | +2.1% |
| 3M | +4.4% | -17.6% | +22.0% | +8.3% |
| 6M | +88.8% | -11.8% | +100.6% | +91.1% |
| YTD | +96.8% | -8.1% | +105.0% | +97.1% |
| 1Y | +104.5% | -12.0% | +116.4% | +105.3% |
| 3Y | +156.8% | +63.3% | +93.5% | +114.0% |
| 5Y | +144.1% | -10.8% | +154.9% | +128.2% |
| All | +2,024.1% | +215.5% | +1,808.6% | +1,299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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