+2,072.5%
FTNT vs CBOE
+368.5%
+1,704.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.2% |
| 7D | -0.1% | -5.8% | +5.7% | +1.2% |
| 30D | -3.0% | -3.1% | +0.2% | -2.4% |
| 3M | +7.6% | -4.8% | +12.3% | +8.3% |
| 6M | +87.0% | -0.6% | +87.5% | +84.0% |
| YTD | +96.5% | +12.8% | +83.7% | +86.3% |
| 1Y | +92.9% | +19.8% | +73.2% | +79.6% |
| 3Y | +139.8% | +86.9% | +52.9% | +88.1% |
| 5Y | +151.3% | +136.5% | +14.8% | +78.3% |
| All | +2,072.5% | +368.5% | +1,704.0% | +1,101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling