+152.4%
FTNT vs BURL
+63.9%
+88.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.7% | -0.3% |
| 7D | -5.8% | -2.8% | -3.1% | -5.6% |
| 30D | -4.8% | -28.2% | +23.4% | -1.4% |
| 3M | +4.4% | -17.6% | +22.0% | +6.2% |
| 6M | +88.8% | -11.8% | +100.6% | +89.2% |
| YTD | +96.8% | -8.1% | +105.0% | +95.9% |
| 1Y | +104.5% | -12.0% | +116.4% | +104.0% |
| All | +152.4% | +63.9% | +88.5% | +145.0% |
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