+90.1%
FTNT vs XRT
-1.3%
+91.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | -1.0% | -1.4% | +0.4% | -0.2% |
| 30D | -33.6% | +9.8% | -43.4% | -37.3% |
| 3M | -20.9% | +3.3% | -24.1% | -22.9% |
| 6M | +11.0% | +13.6% | -2.6% | +1.7% |
| YTD | +61.3% | +9.1% | +52.3% | +50.6% |
| 1Y | +53.1% | +15.1% | +38.1% | +38.1% |
| 3Y | +152.1% | +59.9% | +92.1% | +77.3% |
| 5Y | +90.1% | -1.7% | +91.9% | +100.2% |
| All | +90.1% | -1.3% | +91.4% | +100.2% |
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 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