+155.8%
FTNT vs XOP
+156.4%
-0.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +1.6% | +1.6% | 0.0% | +1.1% |
| 30D | -1.9% | +9.6% | -11.5% | -4.6% |
| 3M | +14.4% | +16.9% | -2.5% | +8.8% |
| 6M | +88.7% | +24.0% | +64.6% | +75.1% |
| YTD | +100.0% | +56.2% | +43.8% | +72.4% |
| 1Y | +99.9% | +51.8% | +48.1% | +73.2% |
| 3Y | +147.9% | +37.0% | +111.0% | +117.0% |
| 5Y | +155.8% | +163.4% | -7.6% | +101.6% |
| All | +155.8% | +156.4% | -0.6% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling