+2,072.5%
FTNT vs XEL
+151.6%
+1,920.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -0.1% | -0.3% | +0.1% | -0.1% |
| 30D | -3.0% | -3.9% | +1.0% | -2.1% |
| 3M | +7.6% | -2.8% | +10.4% | +8.1% |
| 6M | +87.0% | -5.4% | +92.3% | +88.4% |
| YTD | +96.5% | +3.8% | +92.8% | +92.6% |
| 1Y | +92.9% | +6.8% | +86.1% | +87.1% |
| 3Y | +139.8% | +45.6% | +94.3% | +109.2% |
| 5Y | +151.3% | +30.7% | +120.6% | +126.1% |
| All | +2,072.5% | +151.6% | +1,920.9% | +1,706.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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