+153.0%
FTNT vs XRT
-2.4%
+155.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.8% |
| 7D | +1.7% | -2.4% | +4.1% | +3.1% |
| 30D | -4.3% | -6.9% | +2.7% | -0.5% |
| 3M | +13.6% | -0.4% | +14.0% | +13.2% |
| 6M | +87.6% | +2.2% | +85.4% | +82.9% |
| YTD | +98.0% | -0.7% | +98.7% | +96.1% |
| 1Y | +96.9% | -2.0% | +98.9% | +96.2% |
| 3Y | +145.4% | +41.0% | +104.4% | +87.6% |
| 5Y | +153.0% | -3.3% | +156.3% | +147.6% |
| All | +153.0% | -2.4% | +155.3% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling