+2,810.0%
FTNT vs BURL
+987.9%
+1,822.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -4.7% |
| 7D | -11.9% | +3.5% | -15.4% | -12.6% |
| 30D | -35.9% | -9.3% | -26.7% | -34.8% |
| 3M | -25.4% | -32.1% | +6.7% | -19.4% |
| 6M | +36.2% | -19.8% | +56.1% | +40.7% |
| YTD | +54.3% | -13.2% | +67.5% | +55.7% |
| 1Y | +42.5% | -7.8% | +50.3% | +41.0% |
| 3Y | +142.7% | +89.3% | +53.4% | +95.0% |
| 5Y | +79.5% | -15.8% | +95.3% | +69.2% |
| 10Y | +1,883.6% | +262.2% | +1,621.5% | +1,139.1% |
| All | +2,810.0% | +987.9% | +1,822.0% | +1,382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling