+9,303.7%
FTNT vs XLB
+352.7%
+8,951.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -5.8% | -1.4% | -4.5% | -4.9% |
| 30D | -4.8% | -0.4% | -4.4% | -4.7% |
| 3M | +4.4% | +2.0% | +2.5% | +2.2% |
| 6M | +88.8% | +1.8% | +86.9% | +83.2% |
| YTD | +96.8% | +16.6% | +80.2% | +71.4% |
| 1Y | +104.5% | +16.9% | +87.5% | +77.3% |
| 3Y | +156.8% | +32.6% | +124.2% | +98.3% |
| 5Y | +144.1% | +35.6% | +108.4% | +87.6% |
| 10Y | +2,021.8% | +160.0% | +1,861.7% | +848.9% |
| All | +9,303.7% | +352.7% | +8,951.0% | +2,680.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling