+57.0%
FTNT vs XLB
+20.6%
+36.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +7.1% | +0.5% | +6.5% | +7.2% |
| 30D | -30.9% | +5.2% | -36.0% | -30.1% |
| 3M | -23.1% | +0.3% | -23.4% | -22.8% |
| 6M | +8.1% | +1.2% | +6.9% | +8.5% |
| YTD | +60.2% | +16.6% | +43.6% | +58.2% |
| 1Y | +57.0% | +21.4% | +35.6% | +53.8% |
| All | +57.0% | +20.6% | +36.4% | +53.8% |
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