+162.8%
FTNT vs XEL
+29.8%
+133.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | +7.6% | -2.8% | +10.4% | +7.9% |
| 6M | +87.0% | -5.4% | +92.3% | +88.0% |
| YTD | +96.5% | +3.8% | +92.8% | +92.6% |
| 1Y | +92.9% | +6.8% | +86.1% | +87.2% |
| 3Y | +139.8% | +45.6% | +94.3% | +108.9% |
| All | +162.8% | +29.8% | +133.0% | +143.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling