+144.1%
FTNT vs XHB
+21.1%
+123.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.3% |
| 7D | +1.6% | -5.2% | +6.8% | +2.3% |
| 30D | -1.9% | -12.1% | +10.3% | -0.2% |
| 3M | +14.4% | -6.2% | +20.6% | +14.9% |
| 6M | +88.7% | -6.7% | +95.4% | +88.8% |
| YTD | +100.0% | -5.5% | +105.5% | +99.2% |
| 1Y | +99.9% | -15.6% | +115.5% | +104.2% |
| All | +144.1% | +21.1% | +123.0% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling