+64.0%
XBI vs FTNT
+95.0%
-31.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -2.0% | -3.0% | +1.0% | -1.9% |
| 3M | +17.8% | +7.6% | +10.2% | +17.4% |
| 6M | +23.7% | +87.0% | -63.2% | +18.0% |
| YTD | +28.2% | +96.5% | -68.3% | +21.0% |
| 1Y | +64.0% | +92.9% | -29.0% | +55.6% |
| All | +64.0% | +95.0% | -31.0% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 1y: compounded portfolio wealth divided by compounded FTNT 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…
1y analysis · Full analysis span regression · 6 months rolling