+152.9%
FTNT vs XLB
+43.9%
+109.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +7.1% | +0.5% | +6.5% | +6.9% |
| 30D | -30.9% | +5.2% | -36.0% | -32.2% |
| 3M | -23.1% | +0.3% | -23.4% | -23.4% |
| 6M | +8.1% | +1.2% | +6.9% | +7.1% |
| YTD | +60.2% | +16.6% | +43.6% | +45.6% |
| 1Y | +57.0% | +21.4% | +35.6% | +39.2% |
| 3Y | +152.9% | +43.2% | +109.7% | +99.1% |
| All | +152.9% | +43.9% | +109.1% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling