+1,114.9%
FTNT vs XLC
+143.7%
+971.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +1.1% |
| 7D | -5.8% | -0.8% | -5.0% | -5.2% |
| 30D | -4.8% | +1.0% | -5.8% | -6.1% |
| 3M | +4.4% | -0.7% | +5.1% | +4.5% |
| 6M | +88.8% | -5.1% | +93.9% | +96.9% |
| YTD | +96.8% | -4.3% | +101.1% | +103.4% |
| 1Y | +104.5% | -0.6% | +105.0% | +103.3% |
| 3Y | +156.8% | +72.7% | +84.1% | +45.9% |
| 5Y | +144.1% | +38.0% | +106.1% | +76.3% |
| All | +1,114.9% | +143.7% | +971.2% | +377.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling