+155.8%
FTNT vs XYZ
-68.7%
+224.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +1.6% | -5.2% | +6.8% | +3.3% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | +14.4% | +18.7% | -4.3% | +7.9% |
| 6M | +88.7% | +20.5% | +68.1% | +76.0% |
| YTD | +100.0% | +21.5% | +78.6% | +84.3% |
| 1Y | +99.9% | +7.2% | +92.6% | +90.2% |
| 3Y | +147.9% | +49.0% | +99.0% | +94.3% |
| 5Y | +155.8% | -68.1% | +223.9% | +235.0% |
| All | +155.8% | -68.7% | +224.6% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling