+1,828.7%
FTNT vs FIX
+4,032.2%
-2,203.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.4% | +1.0% |
| 7D | -3.0% | -7.2% | +4.3% | -1.9% |
| 30D | -37.1% | -35.1% | -2.0% | -31.4% |
| 3M | -23.3% | -34.3% | +11.0% | -17.1% |
| 6M | +7.4% | -42.9% | +50.3% | +18.6% |
| YTD | +54.2% | +19.5% | +34.8% | +39.0% |
| 1Y | +49.7% | +16.8% | +33.0% | +35.2% |
| 3Y | +146.6% | +506.7% | -360.1% | +32.2% |
| 5Y | +75.4% | +1,046.7% | -971.3% | -23.7% |
| 10Y | +1,828.7% | +3,800.0% | -1,971.3% | +512.2% |
| All | +1,828.7% | +4,032.2% | -2,203.5% | +512.2% |
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