+192.9%
XOM vs FTNT
+2,095.7%
-1,902.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.7% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | +4.6% | -3.0% | +7.5% | +4.8% |
| 3M | +14.0% | +7.6% | +6.4% | +12.5% |
| 6M | +11.0% | +87.0% | -76.0% | +1.6% |
| YTD | +40.7% | +96.5% | -55.8% | +27.8% |
| 1Y | +52.3% | +92.9% | -40.6% | +38.4% |
| 3Y | +60.5% | +139.8% | -79.4% | +37.8% |
| 5Y | +266.4% | +151.3% | +115.1% | +197.4% |
| All | +192.9% | +2,095.7% | -1,902.8% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling