+89.8%
FTNT vs XLP
+44.5%
+45.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.4% |
| 7D | +7.1% | +2.5% | +4.5% | +5.9% |
| 30D | -30.9% | +7.3% | -38.2% | -33.3% |
| 3M | -23.1% | +8.1% | -31.2% | -26.2% |
| 6M | +8.1% | +10.5% | -2.4% | +1.9% |
| YTD | +60.2% | +21.2% | +39.0% | +39.7% |
| 1Y | +57.0% | +22.7% | +34.3% | +35.4% |
| 3Y | +152.9% | +44.8% | +108.1% | +78.6% |
| All | +89.8% | +44.5% | +45.3% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling