+137.2%
FTNT vs BURL
+86.7%
+50.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.9% |
| 7D | -12.7% | +4.1% | -16.7% | -13.0% |
| 30D | -37.2% | -9.5% | -27.7% | -36.6% |
| 3M | -25.8% | -33.5% | +7.7% | -22.5% |
| 6M | +32.1% | -22.1% | +54.2% | +34.7% |
| YTD | +49.7% | -14.6% | +64.2% | +49.9% |
| 1Y | +47.6% | -8.4% | +55.9% | +45.5% |
| 3Y | +137.2% | +86.6% | +50.6% | +114.9% |
| All | +137.2% | +86.7% | +50.5% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling