+144.5%
FTNT vs BURL
+89.8%
+54.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -5.1% |
| 7D | -11.9% | +3.5% | -15.4% | -12.2% |
| 30D | -35.9% | -9.3% | -26.7% | -35.3% |
| 3M | -25.4% | -32.1% | +6.7% | -22.2% |
| 6M | +36.2% | -19.8% | +56.1% | +38.4% |
| YTD | +54.3% | -13.2% | +67.5% | +54.3% |
| 1Y | +42.5% | -7.8% | +50.3% | +40.5% |
| All | +144.5% | +89.8% | +54.8% | +121.2% |
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