+75.4%
FTNT vs BURL
-12.4%
+87.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.2% | -1.2% | +2.3% |
| 7D | -3.0% | +7.7% | -10.7% | -4.2% |
| 30D | -37.1% | -7.1% | -30.0% | -36.4% |
| 3M | -23.3% | -30.3% | +7.0% | -18.2% |
| 6M | +7.4% | -15.5% | +22.9% | +9.5% |
| YTD | +54.2% | -11.0% | +65.2% | +54.5% |
| 1Y | +49.7% | -8.4% | +58.2% | +48.3% |
| 3Y | +146.6% | +96.7% | +49.9% | +96.7% |
| 5Y | +75.4% | -14.1% | +89.5% | +81.2% |
| All | +75.4% | -12.4% | +87.8% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling