+104.5%
FTNT vs FIX
+128.3%
-23.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.2% |
| 7D | -5.8% | +6.0% | -11.9% | -6.2% |
| 30D | -4.8% | -7.2% | +2.5% | -4.5% |
| 3M | +4.4% | -15.9% | +20.3% | +4.7% |
| 6M | +88.8% | +12.7% | +76.0% | +83.0% |
| YTD | +96.8% | +72.8% | +24.0% | +79.0% |
| 1Y | +104.5% | +122.9% | -18.4% | +82.4% |
| All | +104.5% | +128.3% | -23.8% | +82.4% |
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