+155.8%
FTNT vs XPO
+257.8%
-102.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.3% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | -1.9% | -10.4% | +8.5% | +1.1% |
| 3M | +14.4% | -15.7% | +30.1% | +19.6% |
| 6M | +88.7% | -6.3% | +95.0% | +89.6% |
| YTD | +100.0% | +34.2% | +65.9% | +78.6% |
| 1Y | +99.9% | +39.9% | +59.9% | +74.6% |
| 3Y | +147.9% | +155.2% | -7.3% | +65.1% |
| 5Y | +155.8% | +264.7% | -108.9% | +35.1% |
| All | +155.8% | +257.8% | -102.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling