+9,303.7%
FTNT vs XPO
+13,193.5%
-3,889.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | -1.0% |
| 7D | -5.8% | +2.4% | -8.3% | -6.3% |
| 30D | -4.8% | -3.5% | -1.2% | -4.1% |
| 3M | +4.4% | -11.9% | +16.4% | +7.0% |
| 6M | +88.8% | -10.0% | +98.7% | +91.3% |
| YTD | +96.8% | +42.1% | +54.7% | +79.8% |
| 1Y | +104.5% | +47.6% | +56.9% | +84.2% |
| 3Y | +156.8% | +153.6% | +3.2% | +99.1% |
| 5Y | +144.1% | +266.5% | -122.5% | +68.3% |
| 10Y | +2,021.8% | +1,460.4% | +561.3% | +983.4% |
| All | +9,303.7% | +13,193.5% | -3,889.8% | +3,119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling