+9,374.7%
FTNT vs XEL
+588.3%
+8,786.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.3% |
| 7D | -2.7% | +1.3% | -4.0% | -3.1% |
| 30D | -1.4% | -1.5% | +0.2% | -1.0% |
| 3M | +10.1% | -0.2% | +10.3% | +9.8% |
| 6M | +88.2% | -5.4% | +93.6% | +90.1% |
| YTD | +98.3% | +5.6% | +92.7% | +92.6% |
| 1Y | +96.0% | +10.5% | +85.5% | +87.0% |
| 3Y | +145.8% | +49.2% | +96.6% | +107.4% |
| 5Y | +154.6% | +30.1% | +124.5% | +124.5% |
| 10Y | +2,063.6% | +146.7% | +1,917.0% | +1,331.3% |
| All | +9,374.7% | +588.3% | +8,786.5% | +2,997.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling