+162.8%
FTNT vs XHB
+33.0%
+129.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -2.4% |
| 7D | -0.1% | -4.6% | +4.5% | +1.8% |
| 30D | -3.0% | -9.1% | +6.2% | +0.8% |
| 3M | +7.6% | -8.6% | +16.1% | +10.8% |
| 6M | +87.0% | -4.0% | +91.0% | +86.1% |
| YTD | +96.5% | -3.9% | +100.5% | +94.3% |
| 1Y | +92.9% | -16.5% | +109.4% | +104.6% |
| 3Y | +139.8% | +22.6% | +117.3% | +84.7% |
| All | +162.8% | +33.0% | +129.8% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling