+146.6%
FTNT vs BURL
+95.8%
+50.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.2% | +2.7% |
| 7D | -3.0% | +7.7% | -10.7% | -3.6% |
| 30D | -37.1% | -7.1% | -30.0% | -36.6% |
| 3M | -23.3% | -30.3% | +7.0% | -20.2% |
| 6M | +7.4% | -15.5% | +22.9% | +8.6% |
| YTD | +54.2% | -11.0% | +65.2% | +53.8% |
| 1Y | +49.7% | -8.4% | +58.2% | +48.2% |
| 3Y | +146.6% | +96.7% | +49.9% | +122.3% |
| All | +146.6% | +95.8% | +50.8% | +122.3% |
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