+51.8%
FTNT vs FIX
+14.3%
+37.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -15.1% | +16.1% | +1.7% |
| 7D | -25.7% | -18.9% | -6.8% | -25.1% |
| 30D | -29.7% | -36.3% | +6.6% | -28.5% |
| 3M | -23.1% | -38.5% | +15.4% | -21.7% |
| 6M | +45.0% | -42.3% | +87.3% | +46.6% |
| YTD | +62.9% | +17.1% | +45.8% | +46.8% |
| 1Y | +51.8% | +14.4% | +37.4% | +36.9% |
| All | +51.8% | +14.3% | +37.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling