+51.8%
FTNT vs XPO
+38.8%
+13.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | -25.7% | +3.5% | -29.2% | -25.9% |
| 30D | -29.7% | +2.8% | -32.6% | -29.9% |
| 3M | -23.1% | -7.5% | -15.6% | -22.7% |
| 6M | +45.0% | -5.9% | +50.9% | +45.4% |
| YTD | +62.9% | +38.4% | +24.6% | +56.8% |
| 1Y | +51.8% | +33.7% | +18.1% | +46.9% |
| All | +51.8% | +38.8% | +13.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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