+857.6%
XBI vs FTNT
+9,244.1%
-8,386.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -4.6% | +1.6% | -6.2% | -5.0% |
| 30D | -0.8% | -1.9% | +1.1% | -0.7% |
| 3M | +21.8% | +14.4% | +7.4% | +16.3% |
| 6M | +23.2% | +88.7% | -65.5% | +0.4% |
| YTD | +28.7% | +100.0% | -71.3% | +2.7% |
| 1Y | +67.8% | +99.9% | -32.1% | +33.5% |
| 3Y | +100.6% | +147.9% | -47.3% | +42.2% |
| 5Y | +19.8% | +155.8% | -136.0% | -20.6% |
| 10Y | +159.7% | +2,121.1% | -1,961.3% | -13.0% |
| All | +857.6% | +9,244.1% | -8,386.5% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling