+9,374.7%
FTNT vs XHB
+675.3%
+8,699.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +2.1% |
| 7D | -2.7% | +0.2% | -2.9% | -2.9% |
| 30D | -1.4% | -9.1% | +7.7% | +3.6% |
| 3M | +10.1% | -2.3% | +12.4% | +10.2% |
| 6M | +88.2% | -4.1% | +92.3% | +87.8% |
| YTD | +98.3% | -1.7% | +100.0% | +93.7% |
| 1Y | +96.0% | -15.1% | +111.1% | +107.6% |
| 3Y | +145.8% | +26.8% | +119.0% | +92.3% |
| 5Y | +154.6% | +37.3% | +117.3% | +87.4% |
| 10Y | +2,063.6% | +205.7% | +1,858.0% | +811.9% |
| All | +9,374.7% | +675.3% | +8,699.4% | +2,160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling