+854.0%
FTNT vs FOXA
+86.3%
+767.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.4% |
| 7D | +1.7% | -5.4% | +7.2% | +3.2% |
| 30D | -4.3% | +1.1% | -5.4% | -4.9% |
| 3M | +13.6% | -6.1% | +19.7% | +14.2% |
| 6M | +87.6% | +8.2% | +79.4% | +80.0% |
| YTD | +98.0% | -11.8% | +109.8% | +101.7% |
| 1Y | +96.9% | +9.9% | +87.0% | +86.4% |
| 3Y | +145.4% | +110.7% | +34.6% | +89.7% |
| 5Y | +153.0% | +86.9% | +66.0% | +101.8% |
| All | +854.0% | +86.3% | +767.7% | +595.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling