+2,063.6%
FTNT vs FIX
+5,976.4%
-3,912.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | -2.7% | +6.1% | -8.8% | -4.0% |
| 30D | -1.4% | -2.7% | +1.3% | -1.1% |
| 3M | +10.1% | -10.9% | +21.0% | +11.7% |
| 6M | +88.2% | +29.0% | +59.2% | +72.1% |
| YTD | +98.3% | +76.9% | +21.4% | +66.1% |
| 1Y | +96.0% | +130.7% | -34.8% | +51.6% |
| 3Y | +145.8% | +790.7% | -644.9% | +23.1% |
| 5Y | +154.6% | +2,185.6% | -2,030.9% | -3.4% |
| 10Y | +2,063.6% | +5,993.3% | -3,929.7% | +530.8% |
| All | +2,063.6% | +5,976.4% | -3,912.7% | +530.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling