+51.8%
FTNT vs XRT
+18.0%
+33.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +1.4% |
| 7D | -25.7% | +8.0% | -33.7% | -25.3% |
| 30D | -29.7% | +13.0% | -42.8% | -29.7% |
| 3M | -23.1% | +1.7% | -24.8% | -21.9% |
| 6M | +45.0% | +12.6% | +32.4% | +43.6% |
| YTD | +62.9% | +10.7% | +52.3% | +60.9% |
| 1Y | +51.8% | +18.4% | +33.4% | +43.2% |
| All | +51.8% | +18.0% | +33.9% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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