+51.8%
FTNT vs XLB
+29.8%
+22.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +1.6% |
| 7D | -25.7% | +3.9% | -29.6% | -24.9% |
| 30D | -29.7% | +8.9% | -38.6% | -28.6% |
| 3M | -23.1% | +4.1% | -27.2% | -22.2% |
| 6M | +45.0% | +7.3% | +37.7% | +45.4% |
| YTD | +62.9% | +20.4% | +42.6% | +57.9% |
| 1Y | +51.8% | +29.5% | +22.3% | +41.3% |
| All | +51.8% | +29.8% | +22.0% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling