+144.1%
FTNT vs FOXA
+115.1%
+29.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.0% | +0.7% |
| 7D | +1.6% | -3.7% | +5.3% | +2.3% |
| 30D | -1.9% | +5.4% | -7.2% | -3.2% |
| 3M | +14.4% | -3.7% | +18.1% | +14.7% |
| 6M | +88.7% | +12.6% | +76.1% | +79.9% |
| YTD | +100.0% | -10.0% | +110.0% | +104.6% |
| 1Y | +99.9% | +15.0% | +84.8% | +85.6% |
| All | +144.1% | +115.1% | +29.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 3y: compounded portfolio wealth divided by compounded FOXA 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…
3y analysis · Full analysis span regression · 6 months rolling