+2,072.5%
FTNT vs XOP
+58.6%
+2,013.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -0.1% | +2.6% | -2.8% | -0.8% |
| 30D | -3.0% | +9.6% | -12.6% | -5.3% |
| 3M | +7.6% | +20.4% | -12.8% | +2.3% |
| 6M | +87.0% | +19.9% | +67.1% | +77.2% |
| YTD | +96.5% | +56.4% | +40.1% | +73.5% |
| 1Y | +92.9% | +52.4% | +40.5% | +71.0% |
| 3Y | +139.8% | +39.9% | +100.0% | +114.3% |
| 5Y | +151.3% | +163.7% | -12.4% | +88.8% |
| All | +2,072.5% | +58.6% | +2,013.8% | +1,525.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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