+96.9%
FTNT vs FIX
+125.7%
-28.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.9% | 0.0% |
| 7D | +1.7% | +3.5% | -1.8% | +1.5% |
| 30D | -4.3% | -3.5% | -0.7% | -4.2% |
| 3M | +13.6% | -11.8% | +25.4% | +13.8% |
| 6M | +87.6% | +17.8% | +69.8% | +80.7% |
| YTD | +98.0% | +73.3% | +24.7% | +79.2% |
| 1Y | +96.9% | +128.1% | -31.2% | +71.0% |
| All | +96.9% | +125.7% | -28.8% | +71.0% |
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