+2,072.5%
FTNT vs XLB
+163.8%
+1,908.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.0% |
| 7D | -0.1% | -2.8% | +2.7% | +1.9% |
| 30D | -3.0% | -3.1% | +0.1% | -0.9% |
| 3M | +7.6% | -0.2% | +7.7% | +6.9% |
| 6M | +87.0% | +3.1% | +83.9% | +79.7% |
| YTD | +96.5% | +13.3% | +83.3% | +74.8% |
| 1Y | +92.9% | +12.0% | +80.9% | +72.8% |
| 3Y | +139.8% | +31.4% | +108.4% | +85.6% |
| 5Y | +151.3% | +33.9% | +117.4% | +94.0% |
| All | +2,072.5% | +163.8% | +1,908.6% | +856.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling