+907.0%
FTNT vs XLC
+134.8%
+772.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +2.1% |
| 7D | +5.7% | +3.1% | +2.7% | +2.6% |
| 30D | -32.1% | -4.2% | -27.9% | -29.0% |
| 3M | -19.5% | -2.1% | -17.3% | -17.9% |
| 6M | +13.8% | -6.6% | +20.4% | +20.9% |
| YTD | +63.1% | -7.8% | +70.9% | +75.0% |
| 1Y | +57.7% | -4.1% | +61.8% | +62.7% |
| 3Y | +154.9% | +62.6% | +92.3% | +54.5% |
| 5Y | +89.3% | +39.6% | +49.7% | +35.0% |
| All | +907.0% | +134.8% | +772.2% | +310.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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