+9,303.7%
FTNT vs XRT
+517.4%
+8,786.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | -5.8% | +0.8% | -6.7% | -6.3% |
| 30D | -4.8% | -4.2% | -0.6% | -2.4% |
| 3M | +4.4% | +5.1% | -0.7% | +0.7% |
| 6M | +88.8% | +2.4% | +86.4% | +83.8% |
| YTD | +96.8% | +3.2% | +93.6% | +90.4% |
| 1Y | +104.5% | +1.5% | +102.9% | +99.4% |
| 3Y | +156.8% | +40.6% | +116.2% | +97.0% |
| 5Y | +144.1% | -1.0% | +145.0% | +131.9% |
| 10Y | +2,021.8% | +128.4% | +1,893.4% | +881.9% |
| All | +9,303.7% | +517.4% | +8,786.4% | +1,890.5% |
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 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