+7,268.8%
FTNT vs FIX
+11,361.7%
-4,092.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.4% | +0.6% |
| 7D | -3.0% | -7.2% | +4.3% | -1.7% |
| 30D | -37.1% | -35.1% | -2.0% | -30.2% |
| 3M | -23.3% | -34.3% | +11.0% | -15.9% |
| 6M | +7.4% | -42.9% | +50.3% | +20.8% |
| YTD | +54.2% | +19.5% | +34.8% | +37.1% |
| 1Y | +49.7% | +16.8% | +33.0% | +33.4% |
| 3Y | +146.6% | +506.7% | -360.1% | +22.0% |
| 5Y | +75.4% | +1,046.7% | -971.3% | -30.9% |
| 10Y | +1,828.7% | +3,800.0% | -1,971.3% | +360.4% |
| All | +7,268.8% | +11,361.7% | -4,092.9% | +940.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling