+7,050.4%
FTNT vs FIX
+10,376.1%
-3,325.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.4% | -8.4% | -4.4% |
| 7D | -12.7% | -17.5% | +4.8% | -8.7% |
| 30D | -37.2% | -41.6% | +4.4% | -28.3% |
| 3M | -25.8% | -40.6% | +14.8% | -16.3% |
| 6M | +32.1% | -49.4% | +81.5% | +53.4% |
| YTD | +49.7% | +9.2% | +40.5% | +36.4% |
| 1Y | +47.6% | +6.5% | +41.1% | +34.8% |
| 3Y | +137.2% | +448.7% | -311.5% | +20.7% |
| 5Y | +74.2% | +948.7% | -874.6% | -29.7% |
| 10Y | +1,824.2% | +3,659.7% | -1,835.5% | +361.7% |
| All | +7,050.4% | +10,376.1% | -3,325.7% | +935.2% |
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 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