+2,111.2%
FTNT vs XRT
+125.1%
+1,986.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | +1.6% | -3.6% | +5.2% | +3.5% |
| 30D | -1.9% | -6.7% | +4.8% | +1.6% |
| 3M | +14.4% | -1.4% | +15.8% | +14.6% |
| 6M | +88.7% | +1.7% | +87.0% | +84.9% |
| YTD | +100.0% | -1.5% | +101.5% | +99.3% |
| 1Y | +99.9% | -2.5% | +102.3% | +99.9% |
| 3Y | +147.9% | +39.9% | +108.0% | +98.0% |
| 5Y | +155.8% | -2.6% | +158.4% | +145.7% |
| All | +2,111.2% | +125.1% | +1,986.1% | +1,094.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling