+2,072.5%
FTNT vs XPO
+1,516.3%
+556.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -0.1% | -5.7% | +5.5% | +1.4% |
| 30D | -3.0% | -12.8% | +9.8% | +0.5% |
| 3M | +7.6% | -20.0% | +27.6% | +13.7% |
| 6M | +87.0% | -6.0% | +93.0% | +87.9% |
| YTD | +96.5% | +34.0% | +62.5% | +77.9% |
| 1Y | +92.9% | +35.6% | +57.4% | +72.8% |
| 3Y | +139.8% | +152.3% | -12.4% | +72.3% |
| 5Y | +151.3% | +264.4% | -113.0% | +53.0% |
| All | +2,072.5% | +1,516.3% | +556.2% | +901.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling