+7,694.2%
FTNT vs XRT
+540.4%
+7,153.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +2.2% |
| 7D | +5.7% | -0.4% | +6.2% | +6.0% |
| 30D | -32.1% | +7.5% | -39.6% | -35.6% |
| 3M | -19.5% | +2.3% | -21.8% | -21.5% |
| 6M | +13.8% | +12.8% | +0.9% | +3.7% |
| YTD | +63.1% | +7.1% | +56.1% | +52.8% |
| 1Y | +57.7% | +12.3% | +45.4% | +43.1% |
| 3Y | +154.9% | +57.0% | +97.9% | +81.3% |
| 5Y | +89.3% | -4.3% | +93.6% | +82.9% |
| 10Y | +1,933.0% | +136.7% | +1,796.3% | +813.7% |
| All | +7,694.2% | +540.4% | +7,153.8% | +1,497.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling