+9,474.9%
FTNT vs CBOE
+1,020.3%
+8,454.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | -4.3% | +2.7% | -6.9% | -5.0% |
| 3M | +13.6% | +0.7% | +12.9% | +12.7% |
| 6M | +87.6% | -2.0% | +89.6% | +85.3% |
| YTD | +98.0% | +17.1% | +80.8% | +85.0% |
| 1Y | +96.9% | +26.5% | +70.4% | +79.4% |
| 3Y | +145.4% | +96.1% | +49.3% | +88.2% |
| 5Y | +153.0% | +149.3% | +3.7% | +76.6% |
| 10Y | +2,098.3% | +386.5% | +1,711.8% | +1,075.8% |
| All | +9,474.9% | +1,020.3% | +8,454.6% | +3,361.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling