+2,072.5%
FTNT vs XME
+421.4%
+1,651.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -0.1% | -4.2% | +4.1% | +1.4% |
| 30D | -3.0% | -2.7% | -0.3% | -2.2% |
| 3M | +7.6% | -3.9% | +11.5% | +8.5% |
| 6M | +87.0% | -1.0% | +87.9% | +84.6% |
| YTD | +96.5% | +9.8% | +86.7% | +85.0% |
| 1Y | +92.9% | +32.5% | +60.4% | +67.3% |
| 3Y | +139.8% | +124.3% | +15.5% | +63.4% |
| 5Y | +151.3% | +165.8% | -14.5% | +57.4% |
| All | +2,072.5% | +421.4% | +1,651.1% | +852.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling