+139.8%
FTNT vs XYZ
+46.8%
+93.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -0.1% | -4.3% | +4.1% | +0.8% |
| 30D | -3.0% | +1.2% | -4.2% | -3.3% |
| 3M | +7.6% | +14.6% | -7.1% | +4.0% |
| 6M | +87.0% | +22.6% | +64.4% | +77.4% |
| YTD | +96.5% | +21.7% | +74.8% | +85.6% |
| 1Y | +92.9% | +6.7% | +86.2% | +87.1% |
| 3Y | +139.8% | +46.8% | +93.0% | +145.4% |
| All | +139.8% | +46.8% | +93.0% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 3y: compounded portfolio wealth divided by compounded XYZ 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…
3y analysis · Full analysis span regression · 6 months rolling