+1,134.8%
FTNT vs XLC
+142.6%
+992.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.4% |
| 7D | +1.6% | -1.7% | +3.3% | +3.2% |
| 30D | -1.9% | +0.2% | -2.1% | -2.4% |
| 3M | +14.4% | +0.7% | +13.7% | +12.9% |
| 6M | +88.7% | -4.5% | +93.1% | +95.3% |
| YTD | +100.0% | -4.7% | +104.8% | +107.6% |
| 1Y | +99.9% | -1.5% | +101.4% | +100.6% |
| 3Y | +147.9% | +72.2% | +75.7% | +41.2% |
| 5Y | +155.8% | +39.3% | +116.5% | +82.9% |
| All | +1,134.8% | +142.6% | +992.3% | +387.0% |
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