+1,910.4%
FTNT vs XLB
+163.6%
+1,746.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | +7.1% | +0.5% | +6.5% | +6.6% |
| 30D | -30.9% | +5.2% | -36.0% | -33.7% |
| 3M | -23.1% | +0.3% | -23.4% | -23.9% |
| 6M | +8.1% | +1.2% | +6.9% | +5.6% |
| YTD | +60.2% | +16.6% | +43.6% | +38.7% |
| 1Y | +57.0% | +21.4% | +35.6% | +31.5% |
| 3Y | +152.9% | +43.2% | +109.7% | +82.1% |
| 5Y | +85.9% | +28.0% | +57.9% | +47.5% |
| All | +1,910.4% | +163.6% | +1,746.9% | +756.9% |
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