+162.8%
FTNT vs CBOE
+136.7%
+26.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.5% |
| 7D | -0.1% | -5.8% | +5.7% | +0.5% |
| 30D | -3.0% | -3.1% | +0.2% | -2.6% |
| 3M | +7.6% | -4.8% | +12.3% | +8.3% |
| 6M | +87.0% | -0.6% | +87.5% | +84.5% |
| YTD | +96.5% | +12.8% | +83.7% | +88.5% |
| 1Y | +92.9% | +19.8% | +73.2% | +82.4% |
| 3Y | +139.8% | +86.9% | +52.9% | +84.3% |
| All | +162.8% | +136.7% | +26.2% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling