+153.0%
FTNT vs XLB
+35.5%
+117.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.6% |
| 7D | +1.7% | -2.9% | +4.7% | +4.0% |
| 30D | -4.3% | -3.4% | -0.9% | -2.0% |
| 3M | +13.6% | +1.6% | +12.0% | +11.4% |
| 6M | +87.6% | +3.6% | +83.9% | +79.0% |
| YTD | +98.0% | +14.2% | +83.7% | +73.0% |
| 1Y | +96.9% | +15.6% | +81.3% | +70.0% |
| 3Y | +145.4% | +33.1% | +112.3% | +79.1% |
| 5Y | +153.0% | +35.0% | +117.9% | +87.1% |
| All | +153.0% | +35.5% | +117.5% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling