+141.6%
FTNT vs XLC
+70.4%
+71.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.3% |
| 7D | +1.7% | -1.4% | +3.1% | +2.9% |
| 30D | -4.3% | -0.9% | -3.4% | -3.8% |
| 3M | +13.6% | -0.3% | +13.9% | +13.3% |
| 6M | +87.6% | -5.2% | +92.8% | +94.6% |
| YTD | +98.0% | -5.3% | +103.3% | +105.6% |
| 1Y | +96.9% | -2.8% | +99.7% | +99.8% |
| All | +141.6% | +70.4% | +71.2% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling