+1,789.3%
FTNT vs XLP
+126.4%
+1,662.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.2% |
| 7D | -12.7% | +0.7% | -13.4% | -13.2% |
| 30D | -37.2% | +10.3% | -47.5% | -41.8% |
| 3M | -25.8% | +6.5% | -32.3% | -29.6% |
| 6M | +32.1% | +8.4% | +23.7% | +22.6% |
| YTD | +49.7% | +18.2% | +31.5% | +28.4% |
| 1Y | +47.6% | +22.4% | +25.1% | +22.9% |
| 3Y | +137.2% | +41.9% | +95.3% | +69.6% |
| 5Y | +74.2% | +40.9% | +33.3% | +26.7% |
| All | +1,789.3% | +126.4% | +1,662.9% | +878.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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