+144.1%
FTNT vs XEL
+46.3%
+97.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.0% |
| 7D | +1.6% | -1.2% | +2.8% | +1.6% |
| 30D | -1.9% | -2.9% | +1.0% | -1.9% |
| 3M | +14.4% | -2.7% | +17.1% | +14.3% |
| 6M | +88.7% | -6.5% | +95.2% | +88.8% |
| YTD | +100.0% | +3.6% | +96.4% | +97.6% |
| 1Y | +99.9% | +7.5% | +92.4% | +96.3% |
| All | +144.1% | +46.3% | +97.8% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling