+153.0%
FTNT vs XLC
+37.1%
+115.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.4% |
| 7D | +1.7% | -1.4% | +3.1% | +3.1% |
| 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% | +95.5% |
| YTD | +98.0% | -5.3% | +103.3% | +106.5% |
| 1Y | +96.9% | -2.8% | +99.7% | +100.2% |
| 3Y | +145.4% | +71.2% | +74.2% | +42.2% |
| 5Y | +153.0% | +37.6% | +115.4% | +102.8% |
| All | +153.0% | +37.1% | +115.8% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling