+51.8%
FTNT vs XME
+5.2%
+46.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.1% |
| 7D | -25.7% | -5.5% | -20.2% | -25.2% |
| 30D | -29.7% | -11.1% | -18.6% | -28.9% |
| 3M | -23.1% | -11.1% | -12.0% | -22.2% |
| 6M | +45.0% | -18.0% | +63.0% | +47.5% |
| YTD | +62.9% | -7.4% | +70.3% | +60.3% |
| 1Y | +51.8% | +6.7% | +45.2% | +44.6% |
| All | +51.8% | +5.2% | +46.6% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling