+137.2%
FTNT vs XLP
+42.1%
+95.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -3.2% |
| 7D | -12.7% | +0.7% | -13.4% | -12.5% |
| 30D | -37.2% | +10.3% | -47.5% | -36.6% |
| 3M | -25.8% | +6.5% | -32.3% | -25.2% |
| 6M | +32.1% | +8.4% | +23.7% | +33.2% |
| YTD | +49.7% | +18.2% | +31.5% | +47.4% |
| 1Y | +47.6% | +22.4% | +25.1% | +43.7% |
| 3Y | +137.2% | +41.9% | +95.3% | +126.2% |
| All | +137.2% | +42.1% | +95.1% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling