+9,303.7%
FTNT vs FIX
+16,479.9%
-7,176.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.6% |
| 7D | -5.8% | +6.0% | -11.9% | -7.4% |
| 30D | -4.8% | -7.2% | +2.5% | -3.1% |
| 3M | +4.4% | -15.9% | +20.3% | +7.9% |
| 6M | +88.8% | +12.7% | +76.0% | +76.5% |
| YTD | +96.8% | +72.8% | +24.0% | +61.2% |
| 1Y | +104.5% | +122.9% | -18.4% | +53.1% |
| 3Y | +156.8% | +774.3% | -617.6% | +16.6% |
| 5Y | +144.1% | +2,049.5% | -1,905.4% | -18.4% |
| 10Y | +2,021.8% | +5,821.5% | -3,799.7% | +356.0% |
| All | +9,303.7% | +16,479.9% | -7,176.2% | +1,123.5% |
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