+2,012.0%
FTNT vs XLP
+101.7%
+1,910.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -5.8% | -1.0% | -4.8% | -5.2% |
| 30D | -4.8% | -0.9% | -3.9% | -4.4% |
| 3M | +4.4% | +3.8% | +0.6% | +0.7% |
| 6M | +88.8% | -1.7% | +90.5% | +88.6% |
| YTD | +96.8% | +10.3% | +86.6% | +78.5% |
| 1Y | +104.5% | +7.8% | +96.7% | +88.4% |
| 3Y | +156.8% | +27.2% | +129.6% | +101.2% |
| 5Y | +144.1% | +32.5% | +111.5% | +86.5% |
| All | +2,012.0% | +101.7% | +1,910.3% | +1,078.9% |
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