+2,072.5%
FTNT vs XHB
+215.4%
+1,857.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -2.5% |
| 7D | -0.1% | -4.6% | +4.5% | +2.1% |
| 30D | -3.0% | -9.1% | +6.2% | +1.5% |
| 3M | +7.6% | -8.6% | +16.1% | +11.4% |
| 6M | +87.0% | -4.0% | +91.0% | +86.2% |
| YTD | +96.5% | -3.9% | +100.5% | +94.4% |
| 1Y | +92.9% | -16.5% | +109.4% | +105.3% |
| 3Y | +139.8% | +22.6% | +117.3% | +92.0% |
| 5Y | +151.3% | +33.9% | +117.4% | +87.1% |
| All | +2,072.5% | +215.4% | +1,857.1% | +842.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling